-38.5%
DXCM vs BLK
+29.1%
-67.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +1.2% |
| 7D | -5.8% | -5.2% | -0.6% | -3.1% |
| 30D | -5.6% | -7.0% | +1.4% | -1.9% |
| 3M | +13.0% | +5.7% | +7.4% | +9.0% |
| 6M | +24.7% | +11.0% | +13.7% | +16.3% |
| YTD | +27.3% | +0.9% | +26.4% | +24.6% |
| 1Y | +11.2% | -1.6% | +12.8% | +9.9% |
| 3Y | -19.0% | +64.5% | -83.5% | -43.9% |
| 5Y | -38.5% | +30.9% | -69.3% | -50.3% |
| All | -38.5% | +29.1% | -67.6% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling