-12.3%
DXCM vs MSCI
+32.0%
-44.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.2% | +1.9% |
| 7D | -4.4% | +1.5% | -5.8% | -4.6% |
| 30D | -3.6% | +14.4% | -18.0% | -6.8% |
| 3M | -4.3% | +15.2% | -19.5% | -7.7% |
| 6M | +33.8% | +11.2% | +22.5% | +29.8% |
| YTD | +22.1% | +13.9% | +8.2% | +17.3% |
| 1Y | +47.4% | +12.5% | +34.9% | +42.0% |
| 3Y | -12.3% | +32.3% | -44.5% | -18.6% |
| All | -12.3% | +32.0% | -44.3% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling