-48.1%
DXCM vs RACE
+64.4%
-112.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +1.8% |
| 7D | +4.9% | -1.2% | +6.1% | +5.4% |
| 30D | -0.2% | +6.1% | -6.3% | -2.4% |
| 3M | -8.9% | -0.3% | -8.6% | -8.9% |
| 6M | +42.3% | +23.4% | +18.8% | +30.2% |
| YTD | +25.6% | +12.5% | +13.0% | +18.0% |
| 1Y | +39.5% | -0.5% | +40.0% | +38.1% |
| 3Y | -15.3% | +23.6% | -38.9% | -32.3% |
| All | -48.1% | +64.4% | -112.5% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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