+38.2%
DXCM vs IR
+10.4%
+27.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -9.2% | +1.1% | -10.3% | -9.5% |
| 30D | -6.5% | +7.6% | -14.1% | -8.6% |
| 3M | -10.3% | +0.1% | -10.4% | -10.3% |
| 6M | +35.4% | +14.0% | +21.5% | +28.6% |
| YTD | +21.1% | +7.5% | +13.6% | +18.9% |
| 1Y | +38.2% | +10.1% | +28.1% | +35.7% |
| All | +38.2% | +10.4% | +27.8% | +35.7% |
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 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