-38.5%
DXCM vs MKTX
-60.5%
+21.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.4% |
| 6M | +25.2% | -8.0% | +33.2% | +27.1% |
| YTD | +25.1% | -8.7% | +33.8% | +27.1% |
| 1Y | +9.2% | -11.8% | +21.1% | +11.7% |
| 3Y | -22.6% | -24.0% | +1.4% | -22.4% |
| All | -38.5% | -60.5% | +21.9% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling