+45.7%
DXCM vs ARWR
+20.0%
+25.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -3.7% | -17.7% | +14.0% | -2.6% |
| 30D | -5.0% | -21.9% | +16.9% | -3.7% |
| 3M | -8.8% | -44.5% | +35.7% | -5.8% |
| 6M | +31.9% | -32.6% | +64.4% | +32.6% |
| YTD | +20.4% | -26.2% | +46.6% | +18.3% |
| 1Y | +45.7% | +23.0% | +22.8% | +39.5% |
| All | +45.7% | +20.0% | +25.8% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling