-38.5%
DXCM vs AUR
-36.2%
-2.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.1% |
| 7D | -5.8% | +0.2% | -6.0% | -5.8% |
| 30D | -5.6% | -8.9% | +3.3% | -4.8% |
| 3M | +13.0% | +4.6% | +8.4% | +11.7% |
| 6M | +24.7% | +44.9% | -20.2% | +16.8% |
| YTD | +27.3% | +64.8% | -37.5% | +16.9% |
| 1Y | +11.2% | +16.4% | -5.2% | +6.0% |
| 3Y | -19.0% | +85.1% | -104.1% | -35.1% |
| 5Y | -38.5% | -36.1% | -2.3% | -48.5% |
| All | -38.5% | -36.2% | -2.3% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling