+121.9%
DXCM vs DOW
-11.5%
+133.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.3% |
| 7D | -4.4% | -9.4% | +5.1% | -2.7% |
| 30D | -3.6% | +8.9% | -12.6% | -5.1% |
| 3M | -4.3% | +6.7% | -11.1% | -5.6% |
| 6M | +33.8% | -14.2% | +47.9% | +36.6% |
| YTD | +22.1% | +36.9% | -14.8% | +11.4% |
| 1Y | +47.4% | +45.8% | +1.6% | +32.5% |
| 3Y | -12.3% | -23.9% | +11.6% | -11.6% |
| 5Y | -49.1% | -30.8% | -18.3% | -48.0% |
| All | +121.9% | -11.5% | +133.3% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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