-28.3%
DXCM vs AS
+120.4%
-148.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.6% | -5.6% | -2.7% |
| 7D | -3.2% | -4.9% | +1.7% | -2.3% |
| 30D | +6.3% | -19.6% | +25.9% | +10.8% |
| 3M | +21.1% | -14.4% | +35.5% | +24.4% |
| 6M | +20.6% | -20.1% | +40.7% | +25.2% |
| YTD | +32.4% | -20.9% | +53.4% | +37.6% |
| 1Y | +8.8% | -21.9% | +30.7% | +12.8% |
| All | -28.3% | +120.4% | -148.7% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling