+384.5%
DXCM vs MSCI
+809.0%
-424.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +1.8% |
| 7D | +4.9% | +2.7% | +2.3% | +3.4% |
| 30D | -0.2% | +17.4% | -17.6% | -8.8% |
| 3M | -8.9% | +14.8% | -23.7% | -15.9% |
| 6M | +42.3% | +16.1% | +26.2% | +29.3% |
| YTD | +25.6% | +16.0% | +9.6% | +12.9% |
| 1Y | +39.5% | +16.4% | +23.1% | +25.0% |
| 3Y | -15.3% | +35.3% | -50.6% | -34.4% |
| 5Y | -48.4% | +6.6% | -55.1% | -55.1% |
| All | +384.5% | +809.0% | -424.4% | +20.5% |
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