-49.6%
DXCM vs ARWR
-38.4%
-11.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +2.2% |
| 7D | -3.6% | -17.9% | +14.3% | -0.1% |
| 30D | -4.3% | -18.9% | +14.6% | -0.6% |
| 3M | -10.4% | -46.0% | +35.6% | +0.7% |
| 6M | +33.1% | -40.3% | +73.5% | +44.5% |
| YTD | +22.6% | -29.0% | +51.6% | +26.7% |
| 1Y | +36.5% | +13.8% | +22.7% | +24.5% |
| 3Y | -13.5% | +74.9% | -88.3% | -37.0% |
| 5Y | -49.6% | -36.2% | -13.4% | -52.9% |
| All | -49.6% | -38.4% | -11.3% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling