+8.8%
DXCM vs ITW
+5.8%
+3.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.9% |
| 7D | -3.2% | -3.6% | +0.3% | -2.2% |
| 30D | +6.3% | -9.1% | +15.5% | +9.4% |
| 3M | +21.1% | +8.2% | +12.9% | +18.9% |
| 6M | +20.6% | -4.8% | +25.3% | +20.7% |
| YTD | +32.4% | +11.0% | +21.4% | +29.5% |
| 1Y | +8.8% | +4.2% | +4.6% | +3.7% |
| All | +8.8% | +5.8% | +3.1% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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