+263.3%
DXCM vs ITW
+191.6%
+71.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -5.8% | -2.4% | -3.4% | -4.9% |
| 30D | -5.6% | -9.5% | +3.9% | -1.9% |
| 3M | +13.0% | +6.6% | +6.4% | +10.1% |
| 6M | +24.7% | -1.8% | +26.4% | +25.2% |
| YTD | +27.3% | +9.0% | +18.3% | +22.5% |
| 1Y | +11.2% | +3.6% | +7.6% | +9.0% |
| 3Y | -19.0% | +19.4% | -38.5% | -25.9% |
| 5Y | -38.5% | +36.4% | -74.9% | -47.0% |
| All | +263.3% | +191.6% | +71.8% | +149.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling