+8.8%
DXCM vs IR
-1.2%
+10.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.5% |
| 7D | -3.2% | -2.8% | -0.4% | -2.3% |
| 30D | +6.3% | -15.1% | +21.5% | +12.5% |
| 3M | +21.1% | +6.1% | +15.0% | +17.3% |
| 6M | +20.6% | -16.8% | +37.4% | +27.5% |
| YTD | +32.4% | -3.5% | +36.0% | +32.4% |
| 1Y | +8.8% | -3.5% | +12.3% | +7.9% |
| All | +8.8% | -1.2% | +10.1% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling