-21.8%
DXCM vs ARKK
+91.2%
-113.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | -6.5% | +1.4% | -7.9% | -6.9% |
| 30D | -4.3% | +5.1% | -9.4% | -5.8% |
| 3M | +7.3% | +12.7% | -5.5% | +3.0% |
| 6M | +22.0% | +13.8% | +8.2% | +16.2% |
| YTD | +26.4% | +9.9% | +16.4% | +21.4% |
| 1Y | +7.0% | +10.4% | -3.4% | +1.1% |
| All | -21.8% | +91.2% | -113.0% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 ARKK 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