+318.1%
DXCM vs INVH
+75.4%
+242.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -5.5% | -3.0% | -2.5% | -4.1% |
| 30D | -8.6% | -7.5% | -1.0% | -5.1% |
| 3M | +10.3% | -5.5% | +15.9% | +13.4% |
| 6M | +25.2% | +11.7% | +13.5% | +18.3% |
| YTD | +25.1% | +1.3% | +23.8% | +23.5% |
| 1Y | +9.2% | -6.1% | +15.3% | +11.8% |
| 3Y | -22.6% | -9.8% | -12.8% | -21.5% |
| 5Y | -39.5% | -19.7% | -19.9% | -35.1% |
| All | +318.1% | +75.4% | +242.7% | +247.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling