+2,780.1%
DXCM vs BLK
+2,466.3%
+313.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -2.9% |
| 7D | -6.2% | -2.4% | -3.8% | -5.0% |
| 30D | -0.3% | -3.1% | +2.9% | +1.3% |
| 3M | +10.3% | +10.7% | -0.4% | +4.1% |
| 6M | +24.1% | +15.9% | +8.2% | +13.9% |
| YTD | +27.4% | +4.0% | +23.3% | +23.0% |
| 1Y | +8.4% | +1.3% | +7.1% | +5.8% |
| 3Y | -19.0% | +69.6% | -88.6% | -41.0% |
| 5Y | -38.6% | +33.8% | -72.4% | -49.8% |
| 10Y | +252.9% | +276.2% | -23.2% | +59.4% |
| All | +2,780.1% | +2,466.3% | +313.8% | +403.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling