+2,777.7%
DXCM vs D
+342.8%
+2,434.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.4% | -4.5% |
| 7D | +5.7% | +6.9% | -1.3% | +2.9% |
| 30D | +1.3% | +12.3% | -11.0% | -3.5% |
| 3M | +2.2% | +3.0% | -0.9% | +0.7% |
| 6M | +42.0% | +12.8% | +29.2% | +34.3% |
| YTD | +27.3% | +22.6% | +4.7% | +15.8% |
| 1Y | +42.5% | +21.7% | +20.8% | +29.7% |
| 3Y | -13.3% | +83.9% | -97.3% | -36.6% |
| 5Y | -46.8% | +14.0% | -60.8% | -51.9% |
| 10Y | +445.8% | +45.6% | +400.2% | +290.0% |
| All | +2,777.7% | +342.8% | +2,434.9% | +752.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling