+270.1%
DXCM vs ARWR
+1,099.2%
-829.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -3.2% | +1.7% | -4.9% | -3.5% |
| 30D | +6.3% | -0.7% | +7.0% | +6.3% |
| 3M | +21.1% | +14.9% | +6.2% | +17.3% |
| 6M | +20.6% | +32.6% | -12.1% | +13.5% |
| YTD | +32.4% | +30.0% | +2.4% | +24.7% |
| 1Y | +8.8% | +208.4% | -199.5% | -12.5% |
| 3Y | -13.7% | +208.8% | -222.5% | -35.2% |
| 5Y | -35.2% | +27.8% | -63.0% | -46.1% |
| All | +270.1% | +1,099.2% | -829.1% | +137.2% |
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