+4,257.2%
DXCM vs DG
+612.5%
+3,644.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.1% | -2.9% | -5.1% |
| 7D | -3.5% | +1.1% | -4.6% | -3.7% |
| 30D | -5.8% | +9.5% | -15.3% | -8.3% |
| 3M | -4.3% | +5.5% | -9.8% | -6.2% |
| 6M | +31.6% | +16.1% | +15.5% | +25.2% |
| YTD | +19.6% | +2.7% | +17.0% | +17.6% |
| 1Y | +36.9% | +42.1% | -5.2% | +21.7% |
| 3Y | -16.3% | +19.3% | -35.5% | -25.6% |
| 5Y | -50.0% | -35.3% | -14.7% | -46.0% |
| 10Y | +413.2% | +123.9% | +289.2% | +245.5% |
| All | +4,257.2% | +612.5% | +3,644.7% | +1,676.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling