+270.1%
DXCM vs M
-1.9%
+272.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.4% |
| 7D | -3.2% | +4.7% | -7.9% | -3.8% |
| 30D | +6.3% | -9.6% | +16.0% | +7.8% |
| 3M | +21.1% | +0.9% | +20.2% | +20.6% |
| 6M | +20.6% | +22.3% | -1.7% | +16.9% |
| YTD | +32.4% | +6.5% | +25.9% | +30.4% |
| 1Y | +8.8% | +38.8% | -29.9% | +3.0% |
| 3Y | -13.7% | +115.9% | -129.6% | -24.8% |
| 5Y | -35.2% | +28.6% | -63.8% | -40.8% |
| All | +270.1% | -1.9% | +272.0% | +231.8% |
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