-16.3%
DXCM vs DOW
-24.9%
+8.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.2% | -5.8% |
| 7D | -3.5% | -9.5% | +6.0% | -2.5% |
| 30D | -5.8% | +13.1% | -18.9% | -7.1% |
| 3M | -4.3% | +4.8% | -9.2% | -5.0% |
| 6M | +31.6% | -16.7% | +48.2% | +33.7% |
| YTD | +19.6% | +38.9% | -19.2% | +8.8% |
| 1Y | +36.9% | +48.3% | -11.4% | +22.5% |
| 3Y | -16.3% | -24.4% | +8.1% | -19.2% |
| All | -16.3% | -24.9% | +8.7% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling