-36.3%
DXCM vs HWM
+743.6%
-779.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -3.2% | -2.1% | -1.1% | -2.7% |
| 30D | +6.3% | -11.0% | +17.3% | +10.5% |
| 3M | +21.1% | +4.0% | +17.1% | +18.0% |
| 6M | +20.6% | -0.2% | +20.8% | +18.7% |
| YTD | +32.4% | +26.7% | +5.8% | +17.8% |
| 1Y | +8.8% | +44.7% | -35.9% | -9.2% |
| 3Y | -13.7% | +426.1% | -439.8% | -61.3% |
| All | -36.3% | +743.6% | -779.9% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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