+11.2%
DXCM vs DE
+44.9%
-33.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -5.8% | -2.4% | -3.4% | -5.5% |
| 30D | -5.6% | +9.7% | -15.3% | -6.6% |
| 3M | +13.0% | +21.4% | -8.3% | +9.6% |
| 6M | +24.7% | +15.0% | +9.7% | +22.1% |
| YTD | +27.3% | +46.4% | -19.1% | +16.8% |
| 1Y | +11.2% | +45.6% | -34.4% | -1.1% |
| All | +11.2% | +44.9% | -33.7% | -1.1% |
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