+682.2%
DXCM vs ARKK
+367.9%
+314.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.5% |
| 7D | -3.2% | +1.9% | -5.1% | -4.2% |
| 30D | +6.3% | +13.2% | -6.8% | -0.3% |
| 3M | +21.1% | +7.7% | +13.4% | +15.2% |
| 6M | +20.6% | +15.1% | +5.5% | +10.2% |
| YTD | +32.4% | +12.1% | +20.3% | +22.1% |
| 1Y | +8.8% | +14.9% | -6.1% | -2.9% |
| 3Y | -13.7% | +99.3% | -113.0% | -46.6% |
| 5Y | -35.2% | -29.9% | -5.3% | -30.6% |
| 10Y | +281.8% | +351.6% | -69.8% | -6.1% |
| All | +682.2% | +367.9% | +314.3% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling