+2,905.1%
DXCM vs INDA
+115.1%
+2,790.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | +0.7% | -3.9% | -3.5% |
| 30D | +6.3% | -0.8% | +7.1% | +6.7% |
| 3M | +21.1% | +3.9% | +17.2% | +19.0% |
| 6M | +20.6% | -0.7% | +21.3% | +20.8% |
| YTD | +32.4% | -7.7% | +40.1% | +36.9% |
| 1Y | +8.8% | -5.1% | +13.9% | +11.0% |
| 3Y | -13.7% | +13.6% | -27.4% | -20.1% |
| 5Y | -35.2% | +7.8% | -43.0% | -38.3% |
| 10Y | +281.8% | +84.6% | +197.2% | +183.2% |
| All | +2,905.1% | +115.1% | +2,790.0% | +1,981.7% |
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