+404.2%
DXCM vs ARWR
+906.2%
-502.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.2% | -7.2% | -6.2% |
| 7D | -3.5% | -2.9% | -0.6% | -3.0% |
| 30D | -5.8% | -5.4% | -0.4% | -5.0% |
| 3M | -4.3% | -32.2% | +27.9% | +1.2% |
| 6M | +31.6% | -26.5% | +58.1% | +35.9% |
| YTD | +19.6% | -12.4% | +32.0% | +19.5% |
| 1Y | +36.9% | +46.9% | -10.0% | +24.5% |
| 3Y | -16.3% | +116.0% | -132.2% | -33.3% |
| 5Y | -50.0% | -28.0% | -22.1% | -54.7% |
| All | +404.2% | +906.2% | -502.0% | +244.5% |
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