-38.6%
DXCM vs HIG
+122.5%
-161.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.9% | -3.3% |
| 7D | -6.2% | -1.1% | -5.2% | -5.9% |
| 30D | -0.3% | -4.9% | +4.6% | +1.2% |
| 3M | +10.3% | +6.8% | +3.5% | +8.1% |
| 6M | +24.1% | -1.7% | +25.8% | +24.5% |
| YTD | +27.4% | -0.2% | +27.6% | +27.0% |
| 1Y | +8.4% | +5.7% | +2.7% | +5.9% |
| 3Y | -19.0% | +100.3% | -119.3% | -40.5% |
| 5Y | -38.6% | +118.5% | -157.1% | -58.8% |
| All | -38.6% | +122.5% | -161.1% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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