+2,605.6%
DXCM vs ALL
+683.5%
+1,922.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.5% | -1.5% | -3.9% |
| 7D | -3.5% | -1.9% | -1.6% | -2.4% |
| 30D | -5.8% | +13.8% | -19.6% | -11.4% |
| 3M | -4.3% | -7.0% | +2.6% | -1.4% |
| 6M | +31.6% | +18.0% | +13.5% | +20.3% |
| YTD | +19.6% | +24.2% | -4.6% | +6.1% |
| 1Y | +36.9% | +31.2% | +5.7% | +17.9% |
| 3Y | -16.3% | +107.5% | -123.8% | -45.1% |
| 5Y | -50.0% | +144.8% | -194.8% | -71.0% |
| 10Y | +413.2% | +375.8% | +37.4% | +94.3% |
| All | +2,605.6% | +683.5% | +1,922.2% | +563.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling