-38.6%
DXCM vs DOW
-37.1%
-1.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.4% | -4.3% | -3.9% |
| 7D | -6.2% | -2.9% | -3.3% | -5.8% |
| 30D | -0.3% | +2.0% | -2.2% | -0.7% |
| 3M | +10.3% | -12.5% | +22.9% | +12.6% |
| 6M | +24.1% | -9.2% | +33.3% | +23.6% |
| YTD | +27.4% | +30.8% | -3.4% | +15.0% |
| 1Y | +8.4% | +29.4% | -21.0% | -2.4% |
| 3Y | -19.0% | -34.6% | +15.6% | -14.2% |
| 5Y | -38.6% | -35.9% | -2.6% | -34.3% |
| All | -38.6% | -37.1% | -1.5% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling