+2,894.9%
DXCM vs MKSI
+2,016.1%
+878.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -3.6% |
| 7D | -3.2% | +1.8% | -5.0% | -3.9% |
| 30D | +6.3% | -16.8% | +23.1% | +12.8% |
| 3M | +21.1% | -21.1% | +42.2% | +25.5% |
| 6M | +20.6% | +10.8% | +9.7% | +8.0% |
| YTD | +32.4% | +63.3% | -30.9% | +0.8% |
| 1Y | +8.8% | +157.0% | -148.1% | -32.8% |
| 3Y | -13.7% | +163.7% | -177.5% | -53.3% |
| 5Y | -35.2% | +82.0% | -117.1% | -60.8% |
| 10Y | +281.8% | +467.2% | -185.4% | +5.1% |
| All | +2,894.9% | +2,016.1% | +878.8% | +284.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling