+360.5%
DXCM vs IR
+342.0%
+18.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.7% | -2.6% | +0.7% |
| 7D | -4.4% | +5.0% | -9.4% | -5.8% |
| 30D | -3.6% | +10.3% | -13.9% | -6.5% |
| 3M | -4.3% | -0.1% | -4.3% | -4.6% |
| 6M | +33.8% | +14.8% | +19.0% | +27.4% |
| YTD | +22.1% | +9.7% | +12.4% | +17.5% |
| 1Y | +47.4% | +12.2% | +35.2% | +40.7% |
| 3Y | -12.3% | +30.0% | -42.2% | -22.0% |
| 5Y | -49.1% | +46.8% | -95.9% | -57.4% |
| All | +360.5% | +342.0% | +18.4% | +196.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling