-24.4%
DXCM vs BOXX
+18.5%
-42.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.7% |
| 7D | -5.5% | +0.1% | -5.6% | -5.5% |
| 30D | -8.6% | +0.3% | -8.9% | -8.4% |
| 3M | +10.3% | +1.0% | +9.3% | +12.2% |
| 6M | +25.2% | +1.9% | +23.3% | +31.8% |
| YTD | +25.1% | +2.7% | +22.4% | +36.1% |
| 1Y | +9.2% | +4.0% | +5.2% | +26.9% |
| 3Y | -22.6% | +14.7% | -37.3% | +74.9% |
| All | -24.4% | +18.5% | -42.8% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 10y: compounded portfolio wealth divided by compounded BOXX 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…
10y analysis · Full analysis span regression · 6 months rolling