-49.6%
DXCM vs ITW
+37.5%
-87.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | -3.6% | +0.5% | -4.1% | -3.8% |
| 30D | -4.3% | +7.7% | -12.0% | -7.8% |
| 3M | -10.4% | -1.3% | -9.0% | -9.8% |
| 6M | +33.1% | +15.5% | +17.6% | +23.2% |
| YTD | +22.6% | +18.6% | +4.0% | +10.9% |
| 1Y | +36.5% | +19.8% | +16.7% | +22.5% |
| 3Y | -13.5% | +32.5% | -46.0% | -29.3% |
| 5Y | -49.6% | +35.3% | -85.0% | -65.2% |
| All | -49.6% | +37.5% | -87.1% | -65.2% |
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 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