+399.3%
DXCM vs IR
+288.5%
+110.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.4% |
| 7D | -3.2% | -2.8% | -0.4% | -2.4% |
| 30D | +6.3% | -15.1% | +21.5% | +11.6% |
| 3M | +21.1% | +6.1% | +15.0% | +18.5% |
| 6M | +20.6% | -16.8% | +37.4% | +26.7% |
| YTD | +32.4% | -3.5% | +36.0% | +32.8% |
| 1Y | +8.8% | -3.5% | +12.3% | +9.0% |
| 3Y | -13.7% | +9.5% | -23.2% | -19.2% |
| 5Y | -35.2% | +45.1% | -80.3% | -45.0% |
| All | +399.3% | +288.5% | +110.8% | +235.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling