-50.1%
DXCM vs IR
+44.3%
-94.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.4% | -7.4% | -6.5% |
| 7D | -3.5% | +3.7% | -7.2% | -4.9% |
| 30D | -5.8% | +7.4% | -13.2% | -8.7% |
| 3M | -4.3% | -5.9% | +1.6% | -2.3% |
| 6M | +31.6% | +5.6% | +26.0% | +27.3% |
| YTD | +19.6% | +4.8% | +14.8% | +15.2% |
| 1Y | +36.9% | +6.9% | +29.9% | +30.5% |
| 3Y | -16.3% | +27.6% | -43.8% | -33.4% |
| All | -50.1% | +44.3% | -94.5% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling