+2,637.5%
DXCM vs HIG
+220.1%
+2,417.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | -9.2% | -0.7% | -8.5% | -9.0% |
| 30D | -6.5% | +5.4% | -11.9% | -7.6% |
| 3M | -10.3% | -0.9% | -9.3% | -10.1% |
| 6M | +35.4% | +4.8% | +30.6% | +33.7% |
| YTD | +21.1% | +0.9% | +20.2% | +20.5% |
| 1Y | +38.2% | +6.5% | +31.8% | +35.8% |
| 3Y | -14.6% | +95.7% | -110.3% | -28.2% |
| 5Y | -49.6% | +107.1% | -156.7% | -58.3% |
| 10Y | +393.1% | +262.6% | +130.4% | +242.1% |
| All | +2,637.5% | +220.1% | +2,417.3% | +1,350.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling