-50.1%
DXCM vs RACE
+65.0%
-115.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.5% | -5.4% |
| 7D | -3.5% | +5.1% | -8.6% | -5.3% |
| 30D | -5.8% | +7.7% | -13.5% | -8.4% |
| 3M | -4.3% | +2.2% | -6.5% | -5.2% |
| 6M | +31.6% | +23.8% | +7.8% | +20.2% |
| YTD | +19.6% | +13.9% | +5.7% | +11.9% |
| 1Y | +36.9% | +3.8% | +33.1% | +33.0% |
| 3Y | -16.3% | +28.0% | -44.3% | -34.6% |
| All | -50.1% | +65.0% | -115.2% | -68.6% |
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