-36.3%
DXCM vs ALL
+118.4%
-154.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | +6.3% | -1.5% | +7.8% | +6.5% |
| 3M | +21.1% | +23.6% | -2.5% | +15.7% |
| 6M | +20.6% | +22.3% | -1.8% | +15.3% |
| YTD | +32.4% | +26.5% | +5.9% | +25.6% |
| 1Y | +8.8% | +27.0% | -18.2% | +2.9% |
| 3Y | -13.7% | +149.6% | -163.3% | -33.6% |
| All | -36.3% | +118.4% | -154.7% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling