+423.1%
DXCM vs D
+42.1%
+381.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | -4.4% | +0.8% | -5.1% | -4.5% |
| 30D | -3.6% | +10.7% | -14.3% | -5.6% |
| 3M | -4.3% | +2.3% | -6.6% | -4.8% |
| 6M | +33.8% | +12.5% | +21.3% | +30.3% |
| YTD | +22.1% | +20.1% | +2.1% | +17.2% |
| 1Y | +47.4% | +15.6% | +31.8% | +42.5% |
| 3Y | -12.3% | +75.2% | -87.4% | -23.9% |
| 5Y | -49.1% | +14.6% | -63.7% | -50.7% |
| 10Y | +423.1% | +43.8% | +379.4% | +417.9% |
| All | +423.1% | +42.1% | +381.0% | +417.9% |
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