+393.1%
DXCM vs ARWR
+1,021.8%
-628.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -9.2% | -19.9% | +10.7% | -6.2% |
| 30D | -6.5% | -18.7% | +12.2% | -3.7% |
| 3M | -10.3% | -44.7% | +34.4% | -2.1% |
| 6M | +35.4% | -36.5% | +71.9% | +43.0% |
| YTD | +21.1% | -25.7% | +46.7% | +23.8% |
| 1Y | +38.2% | +18.9% | +19.3% | +29.5% |
| 3Y | -14.6% | +83.1% | -97.7% | -30.7% |
| 5Y | -49.6% | -34.9% | -14.7% | -53.7% |
| 10Y | +393.1% | +1,080.9% | -687.8% | +233.3% |
| All | +393.1% | +1,021.8% | -628.8% | +233.3% |
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