+263.3%
DXCM vs DGX
+249.5%
+13.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.5% |
| 7D | -5.8% | -3.5% | -2.3% | -4.5% |
| 30D | -5.6% | -2.7% | -2.9% | -4.6% |
| 3M | +13.0% | +13.9% | -0.9% | +7.0% |
| 6M | +24.7% | +16.0% | +8.6% | +16.9% |
| YTD | +27.3% | +34.9% | -7.6% | +11.9% |
| 1Y | +11.2% | +30.6% | -19.4% | -1.4% |
| 3Y | -19.0% | +93.0% | -112.0% | -40.6% |
| 5Y | -38.5% | +64.4% | -102.9% | -52.1% |
| All | +263.3% | +249.5% | +13.9% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling