-16.3%
DXCM vs D
+79.5%
-95.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.5% | -5.8% |
| 7D | -3.5% | +3.0% | -6.5% | -3.7% |
| 30D | -5.8% | +11.5% | -17.3% | -6.5% |
| 3M | -4.3% | +3.7% | -8.1% | -4.6% |
| 6M | +31.6% | +13.5% | +18.0% | +30.2% |
| YTD | +19.6% | +20.7% | -1.1% | +18.1% |
| 1Y | +36.9% | +18.2% | +18.6% | +35.3% |
| 3Y | -16.3% | +73.3% | -89.6% | -15.6% |
| All | -16.3% | +79.5% | -95.8% | -15.6% |
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