-38.6%
DXCM vs INDA
+7.2%
-45.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -2.7% |
| 7D | -6.2% | -1.0% | -5.2% | -5.6% |
| 30D | -0.3% | -2.5% | +2.3% | +1.4% |
| 3M | +10.3% | +4.0% | +6.3% | +7.4% |
| 6M | +24.1% | -1.8% | +25.9% | +25.4% |
| YTD | +27.4% | -9.2% | +36.5% | +35.5% |
| 1Y | +8.4% | -7.2% | +15.6% | +13.4% |
| 3Y | -19.0% | +9.8% | -28.8% | -32.0% |
| 5Y | -38.6% | +7.5% | -46.1% | -48.3% |
| All | -38.6% | +7.2% | -45.8% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling