+8.4%
DXCM vs IT
-29.8%
+38.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.4% | +3.6% | -2.8% |
| 7D | -6.2% | -9.1% | +2.9% | -4.9% |
| 30D | -0.3% | -7.0% | +6.8% | +0.7% |
| 3M | +10.3% | +7.6% | +2.7% | +7.7% |
| 6M | +24.1% | +2.1% | +22.0% | +21.1% |
| YTD | +27.4% | -31.6% | +58.9% | +26.6% |
| 1Y | +8.4% | -29.9% | +38.3% | +6.9% |
| All | +8.4% | -29.8% | +38.1% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling