-49.6%
DXCM vs IR
+46.6%
-96.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -3.6% | +4.2% | -7.9% | -5.3% |
| 30D | -4.3% | +8.1% | -12.4% | -7.5% |
| 3M | -10.4% | +0.7% | -11.0% | -10.9% |
| 6M | +33.1% | +16.6% | +16.5% | +23.5% |
| YTD | +22.6% | +7.8% | +14.9% | +16.8% |
| 1Y | +36.5% | +9.9% | +26.6% | +28.7% |
| 3Y | -13.5% | +25.2% | -38.7% | -30.1% |
| 5Y | -49.6% | +46.8% | -96.4% | -64.9% |
| All | -49.6% | +46.6% | -96.2% | -64.9% |
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