+2,647.0%
DXCM vs INDA
+122.4%
+2,524.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -9.2% | +3.1% | -12.3% | -10.5% |
| 30D | -6.5% | +11.3% | -17.8% | -10.8% |
| 3M | -10.3% | +3.0% | -13.2% | -11.5% |
| 6M | +35.4% | +6.5% | +28.9% | +31.4% |
| YTD | +21.1% | -4.6% | +25.6% | +23.2% |
| 1Y | +38.2% | -5.8% | +44.0% | +41.4% |
| 3Y | -14.6% | +16.8% | -31.4% | -21.8% |
| 5Y | -49.6% | +10.4% | -60.0% | -52.5% |
| 10Y | +393.1% | +116.8% | +276.3% | +241.6% |
| All | +2,647.0% | +122.4% | +2,524.6% | +1,774.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling