-48.1%
DXCM vs ALL
+161.6%
-209.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +4.9% | +5.0% | -0.1% | +3.8% |
| 30D | -0.2% | +13.3% | -13.5% | -2.7% |
| 3M | -8.9% | +3.2% | -12.1% | -9.6% |
| 6M | +42.3% | +25.3% | +16.9% | +35.1% |
| YTD | +25.6% | +30.5% | -4.9% | +17.9% |
| 1Y | +39.5% | +29.2% | +10.3% | +31.2% |
| 3Y | -15.3% | +119.1% | -134.4% | -32.7% |
| All | -48.1% | +161.6% | -209.7% | -59.5% |
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