+2,894.9%
DXCM vs IT
+1,944.1%
+950.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | +0.1% |
| 7D | -3.2% | -6.0% | +2.8% | -0.6% |
| 30D | +6.3% | 0.0% | +6.3% | +5.8% |
| 3M | +21.1% | +13.1% | +8.0% | +11.1% |
| 6M | +20.6% | +11.7% | +8.9% | +9.5% |
| YTD | +32.4% | -26.1% | +58.5% | +43.2% |
| 1Y | +8.8% | -21.3% | +30.1% | +12.5% |
| 3Y | -13.7% | -46.7% | +33.0% | +1.6% |
| 5Y | -35.2% | -40.5% | +5.3% | -28.1% |
| 10Y | +281.8% | +103.9% | +177.9% | +106.0% |
| All | +2,894.9% | +1,944.1% | +950.8% | +480.0% |
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