+272.9%
DXCM vs D
+35.0%
+237.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | -3.2% | +0.4% | -3.7% | -3.3% |
| 30D | +6.3% | -3.6% | +9.9% | +7.1% |
| 3M | +21.1% | -1.0% | +22.1% | +21.3% |
| 6M | +20.6% | +6.3% | +14.3% | +18.7% |
| YTD | +32.4% | +14.7% | +17.7% | +28.2% |
| 1Y | +8.8% | +16.9% | -8.1% | +4.7% |
| 3Y | -13.7% | +56.8% | -70.5% | -23.7% |
| 5Y | -35.2% | +5.2% | -40.4% | -36.2% |
| All | +272.9% | +35.0% | +237.9% | +255.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling