+2,894.9%
DXCM vs ARWR
+136.5%
+2,758.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -3.2% | +1.7% | -4.9% | -3.4% |
| 30D | +6.3% | -0.7% | +7.0% | +6.3% |
| 3M | +21.1% | +14.9% | +6.2% | +18.6% |
| 6M | +20.6% | +32.6% | -12.1% | +15.9% |
| YTD | +32.4% | +30.0% | +2.4% | +27.4% |
| 1Y | +8.8% | +208.4% | -199.5% | -5.5% |
| 3Y | -13.7% | +208.8% | -222.5% | -28.1% |
| 5Y | -35.2% | +27.8% | -63.0% | -42.1% |
| 10Y | +281.8% | +1,107.6% | -825.8% | +156.3% |
| All | +2,894.9% | +136.5% | +2,758.3% | +1,785.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling