-49.1%
DXCM vs HIG
+109.3%
-158.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.4% | +1.9% |
| 7D | -4.4% | -0.5% | -3.9% | -4.1% |
| 30D | -3.6% | +4.5% | -8.1% | -4.8% |
| 3M | -4.3% | -5.5% | +1.1% | -2.8% |
| 6M | +33.8% | +3.1% | +30.7% | +32.2% |
| YTD | +22.1% | -0.8% | +23.0% | +22.0% |
| 1Y | +47.4% | +6.1% | +41.3% | +43.9% |
| 3Y | -12.3% | +94.1% | -106.4% | -35.4% |
| 5Y | -49.1% | +106.4% | -155.5% | -64.5% |
| All | -49.1% | +109.3% | -158.4% | -64.5% |
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