+272.9%
DXCM vs MSCI
+610.9%
-337.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -3.2% | +0.4% | -3.6% | -3.4% |
| 30D | +6.3% | +0.6% | +5.8% | +5.9% |
| 3M | +21.1% | -7.1% | +28.2% | +25.1% |
| 6M | +20.6% | +0.8% | +19.7% | +18.4% |
| YTD | +32.4% | +1.0% | +31.4% | +28.9% |
| 1Y | +8.8% | +4.3% | +4.5% | +2.7% |
| 3Y | -13.7% | +9.9% | -23.7% | -24.7% |
| 5Y | -35.2% | -6.8% | -28.4% | -39.1% |
| All | +272.9% | +610.9% | -337.9% | +13.4% |
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