+404.2%
DXCM vs MSCI
+789.3%
-385.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.7% | -4.7% |
| 7D | -3.5% | +2.8% | -6.3% | -4.8% |
| 30D | -5.8% | +15.4% | -21.2% | -13.0% |
| 3M | -4.3% | +13.4% | -17.8% | -11.0% |
| 6M | +31.6% | +10.9% | +20.7% | +22.8% |
| YTD | +19.6% | +13.0% | +6.7% | +9.2% |
| 1Y | +36.9% | +12.0% | +24.8% | +25.4% |
| 3Y | -16.3% | +34.1% | -50.4% | -34.9% |
| 5Y | -50.0% | +3.9% | -53.9% | -55.8% |
| All | +404.2% | +789.3% | -385.2% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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