+2,894.9%
DXCM vs D
+318.6%
+2,576.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -3.2% | +1.5% | -4.7% | -3.8% |
| 30D | +6.3% | -2.6% | +8.9% | +7.4% |
| 3M | +21.1% | 0.0% | +21.1% | +20.9% |
| 6M | +20.6% | +7.4% | +13.2% | +16.4% |
| YTD | +32.4% | +15.9% | +16.6% | +23.5% |
| 1Y | +8.8% | +18.1% | -9.3% | +0.3% |
| 3Y | -13.7% | +58.4% | -72.1% | -32.8% |
| 5Y | -35.2% | +5.2% | -40.4% | -39.3% |
| 10Y | +281.8% | +35.9% | +245.9% | +182.1% |
| All | +2,894.9% | +318.6% | +2,576.3% | +809.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling