+252.9%
DXCM vs IT
+89.8%
+163.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.4% | +3.6% | -1.1% |
| 7D | -6.2% | -9.1% | +2.9% | -2.9% |
| 30D | -0.3% | -7.0% | +6.8% | +2.1% |
| 3M | +10.3% | +7.6% | +2.7% | +4.8% |
| 6M | +24.1% | +2.1% | +22.0% | +18.9% |
| YTD | +27.4% | -31.6% | +58.9% | +41.5% |
| 1Y | +8.4% | -29.9% | +38.3% | +17.8% |
| 3Y | -19.0% | -51.3% | +32.3% | -2.2% |
| 5Y | -38.6% | -44.8% | +6.2% | -31.1% |
| 10Y | +252.9% | +91.4% | +161.6% | +142.8% |
| All | +252.9% | +89.8% | +163.1% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling