+2,894.9%
DXCM vs KEY
+42.3%
+2,852.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -3.2% | +2.2% | -5.4% | -3.8% |
| 30D | +6.3% | -3.0% | +9.4% | +7.2% |
| 3M | +21.1% | +3.3% | +17.8% | +19.8% |
| 6M | +20.6% | +9.2% | +11.4% | +17.5% |
| YTD | +32.4% | +10.6% | +21.8% | +28.3% |
| 1Y | +8.8% | +20.4% | -11.6% | +2.7% |
| 3Y | -13.7% | +121.8% | -135.6% | -33.6% |
| 5Y | -35.2% | +41.1% | -76.3% | -46.0% |
| 10Y | +281.8% | +168.5% | +113.3% | +131.7% |
| All | +2,894.9% | +42.3% | +2,852.6% | +1,676.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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