+2,894.9%
DXCM vs ALL
+698.1%
+2,196.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.4% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | +6.3% | -1.5% | +7.8% | +6.8% |
| 3M | +21.1% | +23.6% | -2.5% | +8.6% |
| 6M | +20.6% | +22.3% | -1.8% | +8.4% |
| YTD | +32.4% | +26.5% | +5.9% | +16.6% |
| 1Y | +8.8% | +27.0% | -18.2% | -4.8% |
| 3Y | -13.7% | +149.6% | -163.3% | -48.6% |
| 5Y | -35.2% | +118.1% | -153.3% | -60.0% |
| 10Y | +281.8% | +369.0% | -87.2% | +46.0% |
| All | +2,894.9% | +698.1% | +2,196.8% | +629.7% |
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