+8.8%
DXCM vs DE
+49.4%
-40.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -3.2% | +10.0% | -13.2% | -4.3% |
| 30D | +6.3% | +13.3% | -7.0% | +4.9% |
| 3M | +21.1% | +17.5% | +3.6% | +18.4% |
| 6M | +20.6% | +13.6% | +7.0% | +18.3% |
| YTD | +32.4% | +49.8% | -17.3% | +21.8% |
| 1Y | +8.8% | +47.9% | -39.0% | -2.9% |
| All | +8.8% | +49.4% | -40.5% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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