+404.2%
DXCM vs M
-4.2%
+408.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.6% | -1.4% | -5.3% |
| 7D | -3.5% | -4.3% | +0.8% | -2.8% |
| 30D | -5.8% | +1.3% | -7.1% | -5.9% |
| 3M | -4.3% | -7.4% | +3.0% | -3.5% |
| 6M | +31.6% | +18.3% | +13.2% | +28.1% |
| YTD | +19.6% | +7.6% | +12.1% | +17.6% |
| 1Y | +36.9% | +17.4% | +19.5% | +32.7% |
| 3Y | -16.3% | +108.4% | -124.6% | -26.6% |
| 5Y | -50.0% | -10.6% | -39.4% | -53.1% |
| All | +404.2% | -4.2% | +408.4% | +354.3% |
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