-10.9%
DXCM vs M
+110.5%
-121.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.9% | +1.3% | -3.3% |
| 7D | +5.7% | -2.1% | +7.8% | +6.2% |
| 30D | +1.3% | +7.7% | -6.4% | -0.2% |
| 3M | +2.2% | -4.4% | +6.5% | +2.9% |
| 6M | +42.0% | +27.5% | +14.5% | +34.4% |
| YTD | +27.3% | +12.8% | +14.5% | +22.7% |
| 1Y | +42.5% | +20.7% | +21.8% | +35.0% |
| All | -10.9% | +110.5% | -121.4% | -28.5% |
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