-12.3%
DXCM vs AR
+35.2%
-47.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | -4.4% | -10.5% | +6.2% | -3.5% |
| 30D | -3.6% | +1.3% | -4.9% | -3.9% |
| 3M | -4.3% | +4.8% | -9.1% | -5.1% |
| 6M | +33.8% | +1.2% | +32.6% | +33.1% |
| YTD | +22.1% | +5.5% | +16.6% | +20.1% |
| 1Y | +47.4% | +8.1% | +39.3% | +44.4% |
| 3Y | -12.3% | +38.8% | -51.1% | -15.2% |
| All | -12.3% | +35.2% | -47.4% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 3y: compounded portfolio wealth divided by compounded AR 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…
3y analysis · Full analysis span regression · 6 months rolling