-16.3%
DXCM vs IR
+27.4%
-43.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.4% | -7.4% | -6.4% |
| 7D | -3.5% | +3.7% | -7.2% | -4.5% |
| 30D | -5.8% | +7.4% | -13.2% | -7.8% |
| 3M | -4.3% | -5.9% | +1.6% | -2.8% |
| 6M | +31.6% | +5.6% | +26.0% | +28.6% |
| YTD | +19.6% | +4.8% | +14.8% | +17.0% |
| 1Y | +36.9% | +6.9% | +29.9% | +33.1% |
| 3Y | -16.3% | +27.6% | -43.8% | -31.3% |
| All | -16.3% | +27.4% | -43.6% | -31.3% |
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