+36.5%
DXCM vs DE
+43.3%
-6.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.4% |
| 7D | -3.6% | +2.3% | -6.0% | -3.8% |
| 30D | -4.3% | +4.4% | -8.7% | -4.6% |
| 3M | -10.4% | +9.8% | -20.1% | -10.8% |
| 6M | +33.1% | +15.8% | +17.3% | +31.9% |
| YTD | +22.6% | +47.0% | -24.3% | +23.3% |
| 1Y | +36.5% | +42.8% | -6.3% | +37.0% |
| All | +36.5% | +43.3% | -6.8% | +37.0% |
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