-16.3%
DXCM vs ARWR
+105.6%
-121.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.2% | -7.2% | -6.1% |
| 7D | -3.5% | -2.9% | -0.6% | -3.1% |
| 30D | -5.8% | -5.4% | -0.4% | -5.2% |
| 3M | -4.3% | -32.2% | +27.9% | -0.2% |
| 6M | +31.6% | -26.5% | +58.1% | +34.7% |
| YTD | +19.6% | -12.4% | +32.0% | +18.9% |
| 1Y | +36.9% | +46.9% | -10.0% | +25.7% |
| 3Y | -16.3% | +116.0% | -132.2% | -30.7% |
| All | -16.3% | +105.6% | -121.9% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling