+2,632.3%
DXCM vs INDA
+122.9%
+2,509.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | -3.7% | +6.2% | -9.9% | -6.2% |
| 30D | -5.0% | +12.4% | -17.3% | -9.7% |
| 3M | -8.8% | +3.2% | -12.0% | -10.1% |
| 6M | +31.9% | +3.8% | +28.1% | +29.5% |
| YTD | +20.4% | -4.3% | +24.7% | +22.4% |
| 1Y | +45.7% | -4.5% | +50.2% | +48.2% |
| 3Y | -15.0% | +17.1% | -32.1% | -22.3% |
| 5Y | -48.5% | +11.0% | -59.5% | -51.6% |
| 10Y | +411.2% | +107.5% | +303.7% | +260.2% |
| All | +2,632.3% | +122.9% | +2,509.4% | +1,762.2% |
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 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