+411.2%
DXCM vs M
-3.0%
+414.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -3.7% | +5.0% | -8.7% | -4.3% |
| 30D | -5.0% | +10.6% | -15.6% | -6.3% |
| 3M | -8.8% | +1.6% | -10.4% | -9.2% |
| 6M | +31.9% | +30.8% | +1.0% | +26.6% |
| YTD | +20.4% | +16.9% | +3.5% | +17.0% |
| 1Y | +45.7% | +26.3% | +19.5% | +39.9% |
| 3Y | -15.0% | +158.6% | -173.6% | -27.5% |
| 5Y | -48.5% | +2.1% | -50.6% | -52.4% |
| 10Y | +411.2% | -4.3% | +415.6% | +367.4% |
| All | +411.2% | -3.0% | +414.3% | +367.4% |
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