+423.1%
DXCM vs ARWR
+921.6%
-498.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -15.3% | +17.4% | +4.5% |
| 7D | -4.4% | -17.3% | +13.0% | -1.7% |
| 30D | -3.6% | -21.5% | +17.9% | -0.2% |
| 3M | -4.3% | -43.8% | +39.5% | +4.0% |
| 6M | +33.8% | -32.3% | +66.0% | +39.6% |
| YTD | +22.1% | -25.8% | +48.0% | +24.9% |
| 1Y | +47.4% | +25.5% | +21.9% | +36.9% |
| 3Y | -12.3% | +84.1% | -96.4% | -28.8% |
| 5Y | -49.1% | -39.2% | -9.9% | -52.8% |
| 10Y | +423.1% | +1,072.4% | -649.3% | +255.6% |
| All | +423.1% | +921.6% | -498.5% | +255.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling