-48.5%
DXCM vs MSCI
+7.0%
-55.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.2% |
| 7D | -3.7% | +2.7% | -6.3% | -4.7% |
| 30D | -5.0% | +16.2% | -21.2% | -11.6% |
| 3M | -8.8% | +17.1% | -25.9% | -15.6% |
| 6M | +31.9% | +13.0% | +18.8% | +23.3% |
| YTD | +20.4% | +15.8% | +4.6% | +10.1% |
| 1Y | +45.7% | +15.5% | +30.2% | +33.4% |
| 3Y | -15.0% | +32.3% | -47.3% | -31.6% |
| 5Y | -48.5% | +8.2% | -56.6% | -54.0% |
| All | -48.5% | +7.0% | -55.5% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling