-38.5%
DXCM vs MKSI
+81.7%
-120.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.3% |
| 7D | -5.8% | +4.9% | -10.7% | -6.9% |
| 30D | -5.6% | -11.0% | +5.4% | -3.3% |
| 3M | +13.0% | -17.1% | +30.1% | +13.9% |
| 6M | +24.7% | +16.4% | +8.2% | +12.9% |
| YTD | +27.3% | +64.3% | -37.0% | +3.5% |
| 1Y | +11.2% | +137.7% | -126.5% | -20.7% |
| 3Y | -19.0% | +189.1% | -208.1% | -52.1% |
| 5Y | -38.5% | +83.1% | -121.6% | -56.9% |
| All | -38.5% | +81.7% | -120.1% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 5y: compounded portfolio wealth divided by compounded MKSI 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…
5y analysis · Full analysis span regression · 6 months rolling