+7.0%
DXCM vs DOW
+29.4%
-22.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -6.5% | -6.0% | -0.5% | -6.6% |
| 30D | -4.3% | -2.7% | -1.6% | -4.3% |
| 3M | +7.3% | -10.5% | +17.7% | +6.7% |
| 6M | +22.0% | -12.4% | +34.5% | +19.2% |
| YTD | +26.4% | +30.0% | -3.6% | +16.5% |
| 1Y | +7.0% | +27.8% | -20.8% | -1.4% |
| All | +7.0% | +29.4% | -22.4% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling