+2,894.9%
DXCM vs M
+38.2%
+2,856.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.7% |
| 7D | -3.2% | +4.7% | -7.9% | -4.4% |
| 30D | +6.3% | -9.6% | +16.0% | +8.9% |
| 3M | +21.1% | +0.9% | +20.2% | +20.2% |
| 6M | +20.6% | +22.3% | -1.7% | +13.8% |
| YTD | +32.4% | +6.5% | +25.9% | +28.6% |
| 1Y | +8.8% | +38.8% | -29.9% | -1.9% |
| 3Y | -13.7% | +115.9% | -129.6% | -34.3% |
| 5Y | -35.2% | +28.6% | -63.8% | -47.4% |
| 10Y | +281.8% | -2.5% | +284.3% | +169.5% |
| All | +2,894.9% | +38.2% | +2,856.7% | +975.5% |
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 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