-3.1%
DXCM vs AUR
-35.7%
+32.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.3% | -1.9% |
| 7D | -5.5% | +1.4% | -7.0% | -5.7% |
| 30D | -8.6% | -6.4% | -2.2% | -8.1% |
| 3M | +10.3% | +7.7% | +2.6% | +8.6% |
| 6M | +25.2% | +44.5% | -19.3% | +17.3% |
| YTD | +25.1% | +67.4% | -42.3% | +14.7% |
| 1Y | +9.2% | +15.4% | -6.2% | +4.3% |
| 3Y | -22.6% | +94.8% | -117.5% | -38.5% |
| 5Y | -39.5% | -35.1% | -4.4% | -48.5% |
| All | -3.1% | -35.7% | +32.6% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling