+3,473.0%
DXCM vs MSCI
+3,095.4%
+377.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.7% | -4.9% |
| 7D | -3.5% | +2.8% | -6.3% | -4.6% |
| 30D | -5.8% | +15.4% | -21.2% | -12.0% |
| 3M | -4.3% | +13.4% | -17.8% | -10.1% |
| 6M | +31.6% | +10.9% | +20.7% | +24.2% |
| YTD | +19.6% | +13.0% | +6.7% | +11.0% |
| 1Y | +36.9% | +12.0% | +24.8% | +27.3% |
| 3Y | -16.3% | +34.1% | -50.4% | -31.3% |
| 5Y | -50.0% | +3.9% | -53.9% | -54.3% |
| 10Y | +413.2% | +802.0% | -388.9% | +79.3% |
| All | +3,473.0% | +3,095.4% | +377.6% | +559.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling