+354.0%
DXCM vs IR
+336.9%
+17.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | -3.7% | +1.5% | -5.2% | -4.1% |
| 30D | -5.0% | +9.0% | -14.0% | -7.5% |
| 3M | -8.8% | -0.9% | -8.0% | -8.9% |
| 6M | +31.9% | +13.4% | +18.5% | +26.0% |
| YTD | +20.4% | +8.5% | +12.0% | +16.2% |
| 1Y | +45.7% | +11.3% | +34.5% | +39.5% |
| 3Y | -15.0% | +26.0% | -41.0% | -23.7% |
| 5Y | -48.5% | +47.9% | -96.3% | -56.9% |
| All | +354.0% | +336.9% | +17.1% | +193.7% |
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