+2,894.9%
DXCM vs DVA
+753.2%
+2,141.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.5% |
| 7D | -3.2% | +1.8% | -5.0% | -3.9% |
| 30D | +6.3% | -2.5% | +8.8% | +7.1% |
| 3M | +21.1% | -4.3% | +25.3% | +22.0% |
| 6M | +20.6% | +18.9% | +1.7% | +11.5% |
| YTD | +32.4% | +61.9% | -29.5% | +7.8% |
| 1Y | +8.8% | +35.7% | -26.9% | -5.8% |
| 3Y | -13.7% | +78.6% | -92.4% | -34.6% |
| 5Y | -35.2% | +39.2% | -74.4% | -48.7% |
| 10Y | +281.8% | +184.0% | +97.8% | +88.5% |
| All | +2,894.9% | +753.2% | +2,141.7% | +648.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling