+2,894.9%
DXCM vs MKTX
+1,384.5%
+1,510.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | +0.4% | -3.6% | -3.3% |
| 30D | +6.3% | +1.1% | +5.3% | +6.0% |
| 3M | +21.1% | +36.1% | -15.0% | +8.4% |
| 6M | +20.6% | -12.9% | +33.4% | +23.3% |
| YTD | +32.4% | -8.5% | +41.0% | +33.1% |
| 1Y | +8.8% | -7.5% | +16.4% | +8.7% |
| 3Y | -13.7% | -28.3% | +14.6% | -11.5% |
| 5Y | -35.2% | -63.3% | +28.1% | -18.8% |
| 10Y | +281.8% | +4.5% | +277.3% | +234.0% |
| All | +2,894.9% | +1,384.5% | +1,510.4% | +801.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling