+393.1%
DXCM vs M
-5.1%
+398.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.7% |
| 7D | -9.2% | -3.3% | -5.9% | -8.8% |
| 30D | -6.5% | +8.1% | -14.6% | -7.5% |
| 3M | -10.3% | +2.2% | -12.5% | -10.7% |
| 6M | +35.4% | +35.1% | +0.3% | +29.5% |
| YTD | +21.1% | +15.8% | +5.2% | +17.7% |
| 1Y | +38.2% | +25.8% | +12.4% | +32.7% |
| 3Y | -14.6% | +156.2% | -170.8% | -27.0% |
| 5Y | -49.6% | -2.4% | -47.2% | -53.3% |
| 10Y | +393.1% | -7.1% | +400.2% | +345.3% |
| All | +393.1% | -5.1% | +398.2% | +345.3% |
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