+38.2%
DXCM vs D
+16.5%
+21.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -9.2% | -2.4% | -6.8% | -8.9% |
| 30D | -6.5% | +9.0% | -15.5% | -6.8% |
| 3M | -10.3% | +1.0% | -11.2% | -10.1% |
| 6M | +35.4% | +11.0% | +24.4% | +34.0% |
| YTD | +21.1% | +19.8% | +1.3% | +22.8% |
| 1Y | +38.2% | +16.0% | +22.3% | +41.7% |
| All | +38.2% | +16.5% | +21.8% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling