-21.8%
DXCM vs BLK
+64.8%
-86.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | 0.0% |
| 7D | -6.5% | -2.7% | -3.8% | -5.6% |
| 30D | -4.3% | -4.8% | +0.5% | -2.6% |
| 3M | +7.3% | +6.5% | +0.8% | +4.5% |
| 6M | +22.0% | +13.1% | +8.9% | +15.5% |
| YTD | +26.4% | +1.8% | +24.6% | +24.1% |
| 1Y | +7.0% | -1.0% | +8.0% | +5.8% |
| All | -21.8% | +64.8% | -86.6% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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