-29.3%
DXCM vs KVUE
-20.4%
-8.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -5.5% | -5.1% | -0.4% | -4.8% |
| 30D | -8.6% | -6.3% | -2.2% | -7.7% |
| 3M | +10.3% | -0.5% | +10.8% | +10.4% |
| 6M | +25.2% | +3.1% | +22.1% | +24.7% |
| YTD | +25.1% | +6.7% | +18.4% | +24.1% |
| 1Y | +9.2% | -1.1% | +10.4% | +9.2% |
| 3Y | -22.6% | -8.7% | -13.9% | -21.0% |
| All | -29.3% | -20.4% | -8.8% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 10y: compounded portfolio wealth divided by compounded KVUE 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…
10y analysis · Full analysis span regression · 6 months rolling