-18.3%
DXCM vs M
+159.6%
-177.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -9.2% | -3.3% | -5.9% | -8.6% |
| 30D | -6.5% | +8.1% | -14.6% | -8.0% |
| 3M | -10.3% | +2.2% | -12.5% | -10.8% |
| 6M | +35.4% | +35.1% | +0.3% | +26.7% |
| YTD | +21.1% | +15.8% | +5.2% | +16.0% |
| 1Y | +38.2% | +25.8% | +12.4% | +29.8% |
| All | -18.3% | +159.6% | -177.9% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling