-15.3%
DXCM vs BLK
+97.8%
-113.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | +4.9% | +3.7% | +1.2% | +3.5% |
| 30D | -0.2% | +13.9% | -14.1% | -4.8% |
| 3M | -8.9% | +3.9% | -12.8% | -10.3% |
| 6M | +42.3% | +13.0% | +29.3% | +35.2% |
| YTD | +25.6% | +16.1% | +9.4% | +17.1% |
| 1Y | +39.5% | +16.8% | +22.8% | +29.8% |
| 3Y | -15.3% | +97.7% | -112.9% | -36.7% |
| All | -15.3% | +97.8% | -113.1% | -36.7% |
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