-15.3%
DXCM vs DGX
+106.7%
-122.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +4.9% | +1.6% | +3.4% | +4.5% |
| 30D | -0.2% | +11.2% | -11.4% | -2.6% |
| 3M | -8.9% | +10.4% | -19.3% | -11.1% |
| 6M | +42.3% | +37.1% | +5.2% | +31.6% |
| YTD | +25.6% | +52.1% | -26.6% | +13.1% |
| 1Y | +39.5% | +40.7% | -1.2% | +28.0% |
| 3Y | -15.3% | +107.6% | -122.9% | -29.7% |
| All | -15.3% | +106.7% | -122.0% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling