+20.6%
DXCM vs ITW
-4.6%
+25.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.7% |
| 7D | -3.2% | -3.6% | +0.3% | -1.5% |
| 30D | +6.3% | -9.1% | +15.5% | +11.6% |
| 3M | +21.1% | +8.2% | +12.9% | +16.1% |
| 6M | +20.6% | -4.8% | +25.3% | +23.4% |
| All | +20.6% | -4.6% | +25.2% | +23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling