+257.0%
DXCM vs MKTX
+5.0%
+251.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -5.5% | -0.2% | -5.3% | -5.5% |
| 30D | -8.6% | +0.7% | -9.3% | -8.7% |
| 3M | +10.3% | +40.8% | -30.5% | -1.6% |
| 6M | +25.2% | -8.0% | +33.2% | +26.8% |
| YTD | +25.1% | -8.7% | +33.8% | +26.7% |
| 1Y | +9.2% | -11.8% | +21.1% | +11.6% |
| 3Y | -22.6% | -24.0% | +1.4% | -22.0% |
| 5Y | -39.5% | -60.3% | +20.8% | -23.3% |
| All | +257.0% | +5.0% | +251.9% | +262.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling