-48.1%
DXCM vs MKTX
-54.6%
+6.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.4% |
| 7D | +4.9% | +0.2% | +4.7% | +4.9% |
| 30D | -0.2% | +0.9% | -1.1% | -0.3% |
| 3M | -8.9% | +2.6% | -11.5% | -9.3% |
| 6M | +42.3% | +20.4% | +21.9% | +36.5% |
| YTD | +25.6% | -7.1% | +32.6% | +27.1% |
| 1Y | +39.5% | -2.8% | +42.3% | +39.7% |
| 3Y | -15.3% | -21.7% | +6.5% | -14.8% |
| All | -48.1% | -54.6% | +6.5% | -37.3% |
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