+2,777.7%
DXCM vs M
+46.3%
+2,731.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.9% | +1.3% | -3.1% |
| 7D | +5.7% | -2.1% | +7.8% | +6.3% |
| 30D | +1.3% | +7.7% | -6.4% | -0.6% |
| 3M | +2.2% | -4.4% | +6.5% | +3.0% |
| 6M | +42.0% | +27.5% | +14.5% | +32.4% |
| YTD | +27.3% | +12.8% | +14.5% | +21.5% |
| 1Y | +42.5% | +20.7% | +21.8% | +33.3% |
| 3Y | -13.3% | +111.3% | -124.6% | -33.5% |
| 5Y | -46.8% | -6.3% | -40.5% | -52.7% |
| 10Y | +445.8% | +1.5% | +444.3% | +282.3% |
| All | +2,777.7% | +46.3% | +2,731.4% | +916.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling