-36.3%
DXCM vs IT
-40.5%
+4.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -0.5% |
| 7D | -3.2% | -6.0% | +2.8% | -1.3% |
| 30D | +6.3% | 0.0% | +6.3% | +6.0% |
| 3M | +21.1% | +13.1% | +8.0% | +13.8% |
| 6M | +20.6% | +11.7% | +8.9% | +12.6% |
| YTD | +32.4% | -26.1% | +58.5% | +44.2% |
| 1Y | +8.8% | -21.3% | +30.1% | +13.6% |
| 3Y | -13.7% | -46.7% | +33.0% | -0.8% |
| All | -36.3% | -40.5% | +4.3% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling