+2,894.9%
DXCM vs MDY
+657.3%
+2,237.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -3.2% | +0.1% | -3.4% | -3.4% |
| 30D | +6.3% | -1.5% | +7.8% | +7.8% |
| 3M | +21.1% | +0.8% | +20.3% | +19.7% |
| 6M | +20.6% | +7.4% | +13.2% | +11.7% |
| YTD | +32.4% | +15.2% | +17.2% | +14.2% |
| 1Y | +8.8% | +16.5% | -7.7% | -7.6% |
| 3Y | -13.7% | +46.8% | -60.5% | -43.7% |
| 5Y | -35.2% | +46.0% | -81.2% | -57.0% |
| 10Y | +281.8% | +172.1% | +109.7% | +21.3% |
| All | +2,894.9% | +657.3% | +2,237.6% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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