+3,267.8%
DXCM vs AMCR
+100.2%
+3,167.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -3.2% | -1.9% | -1.3% | -2.8% |
| 30D | +6.3% | -4.1% | +10.4% | +7.3% |
| 3M | +21.1% | +21.7% | -0.6% | +15.4% |
| 6M | +20.6% | +1.5% | +19.1% | +19.6% |
| YTD | +32.4% | +13.1% | +19.3% | +27.6% |
| 1Y | +8.8% | +13.0% | -4.1% | +4.8% |
| 3Y | -13.7% | +6.9% | -20.7% | -17.1% |
| 5Y | -35.2% | -10.5% | -24.7% | -35.0% |
| 10Y | +281.8% | +20.9% | +260.9% | +244.3% |
| All | +3,267.8% | +100.2% | +3,167.6% | +2,951.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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