-49.6%
DXCM vs AR
+98.1%
-147.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | -9.2% | +2.1% | -11.3% | -9.4% |
| 30D | -6.5% | +4.5% | -11.0% | -7.0% |
| 3M | -10.3% | +1.0% | -11.3% | -10.6% |
| 6M | +35.4% | +4.4% | +31.0% | +34.3% |
| YTD | +21.1% | +10.9% | +10.2% | +18.7% |
| 1Y | +38.2% | +8.6% | +29.7% | +35.7% |
| 3Y | -14.6% | +48.5% | -63.1% | -19.8% |
| 5Y | -49.6% | +95.7% | -145.3% | -56.2% |
| All | -49.6% | +98.1% | -147.7% | -56.2% |
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 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