+384.5%
DXCM vs M
-7.1%
+391.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.2% |
| 7D | +4.9% | +7.0% | -2.1% | +3.9% |
| 30D | -0.2% | +8.9% | -9.1% | -1.3% |
| 3M | -8.9% | +4.5% | -13.4% | -9.6% |
| 6M | +42.3% | +36.2% | +6.1% | +35.9% |
| YTD | +25.6% | +15.1% | +10.4% | +22.2% |
| 1Y | +39.5% | +27.4% | +12.1% | +33.8% |
| 3Y | -15.3% | +160.1% | -175.4% | -27.7% |
| 5Y | -48.4% | -1.6% | -46.9% | -52.2% |
| All | +384.5% | -7.1% | +391.6% | +333.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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