+21.1%
DXCM vs IRE
-98.0%
+119.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -33.9% | +29.4% | -4.3% |
| 7D | +5.7% | -57.1% | +62.8% | +6.2% |
| 30D | +1.3% | -84.4% | +85.7% | +2.7% |
| 3M | +2.2% | -85.0% | +87.1% | +3.4% |
| 6M | +42.0% | -95.2% | +137.2% | +45.4% |
| YTD | +27.3% | -93.9% | +121.2% | +26.6% |
| 1Y | +42.5% | -98.8% | +141.3% | +40.0% |
| All | +21.1% | -98.0% | +119.1% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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