-38.5%
DXCM vs ARKK
-29.6%
-8.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -5.5% | -3.1% | -2.5% | -4.4% |
| 30D | -8.6% | +2.7% | -11.3% | -9.8% |
| 3M | +10.3% | +10.8% | -0.4% | +5.0% |
| 6M | +25.2% | +14.4% | +10.8% | +16.8% |
| YTD | +25.1% | +8.7% | +16.4% | +18.8% |
| 1Y | +9.2% | +6.7% | +2.5% | +2.9% |
| 3Y | -22.6% | +87.4% | -110.0% | -45.9% |
| All | -38.5% | -29.6% | -8.9% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling