-2.7%
DXCM vs AUR
-57.9%
+55.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +2.8% |
| 7D | +4.9% | -4.5% | +9.5% | +5.4% |
| 30D | -0.2% | -16.6% | +16.5% | +1.5% |
| 3M | -8.9% | -38.5% | +29.5% | -4.4% |
| 6M | +42.3% | -49.9% | +92.2% | +52.1% |
| YTD | +25.6% | +9.6% | +15.9% | +20.2% |
| 1Y | +39.5% | +1.2% | +38.3% | +34.7% |
| 3Y | -15.3% | +128.8% | -144.1% | -35.5% |
| 5Y | -48.4% | -57.9% | +9.5% | -54.4% |
| All | -2.7% | -57.9% | +55.2% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling