-31.1%
DXCM vs AS
+133.7%
-164.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.3% | -4.1% |
| 7D | +5.7% | +7.1% | -1.4% | +4.3% |
| 30D | +1.3% | +12.8% | -11.5% | -1.0% |
| 3M | +2.2% | -14.7% | +16.9% | +5.2% |
| 6M | +42.0% | -9.9% | +51.9% | +44.2% |
| YTD | +27.3% | -16.1% | +43.4% | +30.6% |
| 1Y | +42.5% | +0.2% | +42.3% | +41.4% |
| All | -31.1% | +133.7% | -164.8% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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