+411.2%
DXCM vs D
+44.7%
+366.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -3.7% | +2.4% | -6.1% | -4.1% |
| 30D | -5.0% | +10.9% | -15.9% | -7.0% |
| 3M | -8.8% | +2.8% | -11.7% | -9.4% |
| 6M | +31.9% | +12.7% | +19.2% | +28.4% |
| YTD | +20.4% | +20.3% | +0.1% | +15.5% |
| 1Y | +45.7% | +17.1% | +28.6% | +40.5% |
| 3Y | -15.0% | +75.1% | -90.2% | -26.3% |
| 5Y | -48.5% | +13.1% | -61.6% | -50.0% |
| 10Y | +411.2% | +48.3% | +363.0% | +407.5% |
| All | +411.2% | +44.7% | +366.5% | +407.5% |
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