+260.9%
DXCM vs INDA
+81.7%
+179.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | -6.5% | -2.6% | -3.9% | -5.3% |
| 30D | -4.3% | -2.9% | -1.4% | -3.0% |
| 3M | +7.3% | +2.4% | +4.9% | +6.1% |
| 6M | +22.0% | -2.6% | +24.6% | +23.3% |
| YTD | +26.4% | -10.0% | +36.3% | +32.2% |
| 1Y | +7.0% | -7.7% | +14.7% | +10.6% |
| 3Y | -19.6% | +8.9% | -28.5% | -24.4% |
| 5Y | -39.3% | +6.0% | -45.3% | -42.1% |
| 10Y | +260.9% | +84.4% | +176.5% | +178.2% |
| All | +260.9% | +81.7% | +179.2% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling