-36.3%
DXCM vs AR
+143.7%
-180.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -3.2% | +2.5% | -5.7% | -3.5% |
| 30D | +6.3% | +14.8% | -8.5% | +4.9% |
| 3M | +21.1% | +6.2% | +14.9% | +20.2% |
| 6M | +20.6% | +4.3% | +16.3% | +19.6% |
| YTD | +32.4% | +14.4% | +18.1% | +29.9% |
| 1Y | +8.8% | +21.3% | -12.5% | +5.9% |
| 3Y | -13.7% | +39.8% | -53.5% | -18.0% |
| All | -36.3% | +143.7% | -180.0% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling