+2,894.9%
DXCM vs D
+318.6%
+2,576.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.4% |
| 7D | -3.2% | +0.4% | -3.7% | -3.4% |
| 30D | +6.3% | -3.6% | +9.9% | +7.9% |
| 3M | +21.1% | -1.0% | +22.1% | +21.4% |
| 6M | +20.6% | +6.3% | +14.3% | +16.9% |
| YTD | +32.4% | +14.7% | +17.7% | +24.0% |
| 1Y | +8.8% | +16.9% | -8.1% | +0.7% |
| 3Y | -13.7% | +56.8% | -70.5% | -32.5% |
| 5Y | -35.2% | +5.2% | -40.4% | -39.3% |
| 10Y | +281.8% | +35.9% | +245.9% | +181.9% |
| All | +2,894.9% | +318.6% | +2,576.3% | +808.9% |
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