-48.1%
DXCM vs REPL
-35.0%
-13.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | +4.9% | +1.2% | +3.7% | +4.9% |
| 30D | -0.2% | +92.2% | -92.4% | -3.6% |
| 3M | -8.9% | +44.1% | -53.0% | -10.9% |
| 6M | +42.3% | +313.0% | -270.7% | +28.1% |
| YTD | +25.6% | +125.2% | -99.7% | +12.7% |
| 1Y | +39.5% | +143.8% | -104.2% | +24.7% |
| 3Y | -15.3% | +104.2% | -119.5% | -35.7% |
| All | -48.1% | -35.0% | -13.1% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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