+325.6%
DXCM vs INVH
+79.7%
+245.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.5% |
| 7D | -6.2% | -3.1% | -3.1% | -4.8% |
| 30D | -0.3% | -7.1% | +6.8% | +3.3% |
| 3M | +10.3% | -3.0% | +13.3% | +12.0% |
| 6M | +24.1% | +10.1% | +14.0% | +18.2% |
| YTD | +27.4% | +3.8% | +23.5% | +24.2% |
| 1Y | +8.4% | -2.1% | +10.5% | +8.7% |
| 3Y | -19.0% | -7.0% | -12.0% | -19.0% |
| 5Y | -38.6% | -20.6% | -18.0% | -33.7% |
| All | +325.6% | +79.7% | +245.9% | +250.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded INVH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling