-15.3%
DXCM vs D
+73.4%
-88.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +4.9% | -1.4% | +6.3% | +5.1% |
| 30D | -0.2% | +7.7% | -7.9% | -0.6% |
| 3M | -8.9% | -0.3% | -8.6% | -8.8% |
| 6M | +42.3% | +10.1% | +32.2% | +41.1% |
| YTD | +25.6% | +19.1% | +6.5% | +24.0% |
| 1Y | +39.5% | +15.9% | +23.6% | +38.0% |
| 3Y | -15.3% | +75.0% | -90.3% | -15.2% |
| All | -15.3% | +73.4% | -88.6% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling