-18.3%
DXCM vs IR
+25.2%
-43.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.5% |
| 3M | -10.3% | +0.1% | -10.4% | -10.4% |
| 6M | +35.4% | +14.0% | +21.5% | +29.4% |
| YTD | +21.1% | +7.5% | +13.6% | +17.6% |
| 1Y | +38.2% | +10.1% | +28.1% | +33.3% |
| All | -18.3% | +25.2% | -43.5% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling