+1,130.3%
DXCM vs AR
-32.8%
+1,163.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.7% | -4.4% |
| 7D | +5.7% | -11.7% | +17.4% | +6.5% |
| 30D | +1.3% | +1.8% | -0.6% | +1.1% |
| 3M | +2.2% | +6.0% | -3.8% | +1.6% |
| 6M | +42.0% | -7.0% | +49.0% | +42.3% |
| YTD | +27.3% | +5.6% | +21.7% | +26.2% |
| 1Y | +42.5% | +10.8% | +31.7% | +40.7% |
| 3Y | -13.3% | +19.3% | -32.7% | -15.6% |
| 5Y | -46.8% | +73.3% | -120.2% | -50.1% |
| 10Y | +445.8% | +47.6% | +398.2% | +408.0% |
| All | +1,130.3% | -32.8% | +1,163.1% | +1,258.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling