+129.6%
DXCM vs DOW
-15.9%
+145.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -6.5% | -6.0% | -0.5% | -5.5% |
| 30D | -4.3% | -2.7% | -1.6% | -3.9% |
| 3M | +7.3% | -10.5% | +17.7% | +9.1% |
| 6M | +22.0% | -12.4% | +34.5% | +23.0% |
| YTD | +26.4% | +30.0% | -3.6% | +16.5% |
| 1Y | +7.0% | +27.8% | -20.8% | -1.5% |
| 3Y | -19.6% | -34.9% | +15.3% | -16.3% |
| 5Y | -39.3% | -35.9% | -3.4% | -37.1% |
| All | +129.6% | -15.9% | +145.5% | +105.4% |
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