+2,780.1%
DXCM vs ITW
+896.0%
+1,884.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.5% |
| 7D | -6.2% | -0.4% | -5.8% | -6.0% |
| 30D | -0.3% | -9.4% | +9.2% | +5.7% |
| 3M | +10.3% | +7.1% | +3.2% | +5.6% |
| 6M | +24.1% | -1.9% | +26.0% | +24.9% |
| YTD | +27.4% | +10.4% | +16.9% | +18.7% |
| 1Y | +8.4% | +3.3% | +5.1% | +4.8% |
| 3Y | -19.0% | +21.0% | -40.0% | -30.5% |
| 5Y | -38.6% | +36.3% | -74.9% | -51.5% |
| 10Y | +252.9% | +185.8% | +67.2% | +48.8% |
| All | +2,780.1% | +896.0% | +1,884.1% | +338.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling