-22.6%
DXCM vs DVA
+89.6%
-112.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -5.5% | -1.3% | -4.2% | -5.3% |
| 30D | -8.6% | 0.0% | -8.6% | -8.6% |
| 3M | +10.3% | -10.9% | +21.3% | +12.9% |
| 6M | +25.2% | +17.3% | +7.9% | +20.2% |
| YTD | +25.1% | +59.8% | -34.7% | +9.8% |
| 1Y | +9.2% | +36.3% | -27.0% | +0.7% |
| 3Y | -22.6% | +88.6% | -111.2% | -42.4% |
| All | -22.6% | +89.6% | -112.2% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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