-36.3%
DXCM vs DG
-35.0%
-1.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.3% |
| 7D | -3.2% | +8.4% | -11.6% | -4.9% |
| 30D | +6.3% | +4.9% | +1.4% | +5.1% |
| 3M | +21.1% | +29.3% | -8.2% | +14.8% |
| 6M | +20.6% | -11.3% | +31.8% | +22.6% |
| YTD | +32.4% | +1.8% | +30.7% | +31.2% |
| 1Y | +8.8% | +25.3% | -16.5% | +3.4% |
| 3Y | -13.7% | +9.1% | -22.8% | -17.3% |
| All | -36.3% | -35.0% | -1.3% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 5y: compounded portfolio wealth divided by compounded DG 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…
5y analysis · Full analysis span regression · 6 months rolling