+2,780.1%
DXCM vs DGX
+528.1%
+2,252.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.5% |
| 7D | -6.2% | -0.3% | -5.9% | -6.1% |
| 30D | -0.3% | -1.2% | +0.9% | +0.3% |
| 3M | +10.3% | +19.9% | -9.6% | -0.3% |
| 6M | +24.1% | +19.2% | +4.9% | +12.3% |
| YTD | +27.4% | +37.5% | -10.1% | +6.1% |
| 1Y | +8.4% | +31.3% | -22.9% | -8.0% |
| 3Y | -19.0% | +96.6% | -115.6% | -46.6% |
| 5Y | -38.6% | +64.3% | -102.9% | -55.9% |
| 10Y | +252.9% | +241.1% | +11.8% | +51.6% |
| All | +2,780.1% | +528.1% | +2,252.0% | +753.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling