-39.3%
DXCM vs ITW
+33.8%
-73.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | +0.1% |
| 7D | -6.5% | -1.9% | -4.6% | -5.5% |
| 30D | -4.3% | -10.4% | +6.1% | +1.3% |
| 3M | +7.3% | +3.5% | +3.8% | +5.1% |
| 6M | +22.0% | -3.4% | +25.4% | +23.8% |
| YTD | +26.4% | +8.5% | +17.9% | +19.7% |
| 1Y | +7.0% | +3.2% | +3.8% | +3.9% |
| 3Y | -19.6% | +18.9% | -38.5% | -30.4% |
| 5Y | -39.3% | +35.0% | -74.3% | -56.3% |
| All | -39.3% | +33.8% | -73.1% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling