+2,662.2%
DXCM vs IT
+1,994.5%
+667.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | -4.4% | -18.8% | +14.5% | +4.6% |
| 30D | -3.6% | -0.1% | -3.5% | -4.3% |
| 3M | -4.3% | +2.9% | -7.3% | -7.4% |
| 6M | +33.8% | +20.4% | +13.4% | +17.1% |
| YTD | +22.1% | -24.3% | +46.4% | +28.7% |
| 1Y | +47.4% | -17.2% | +64.6% | +48.2% |
| 3Y | -12.3% | -52.4% | +40.1% | +9.1% |
| 5Y | -49.1% | -43.7% | -5.4% | -42.8% |
| 10Y | +423.1% | +90.3% | +332.8% | +190.5% |
| All | +2,662.2% | +1,994.5% | +667.7% | +421.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling