+260.9%
DXCM vs RUN
+43.6%
+217.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.2% |
| 7D | -6.5% | -1.8% | -4.7% | -6.3% |
| 30D | -4.3% | -10.8% | +6.5% | -3.1% |
| 3M | +7.3% | -30.2% | +37.4% | +11.6% |
| 6M | +22.0% | -22.3% | +44.4% | +24.1% |
| YTD | +26.4% | -52.2% | +78.6% | +34.7% |
| 1Y | +7.0% | -45.1% | +52.1% | +10.7% |
| 3Y | -19.6% | -37.1% | +17.5% | -32.0% |
| 5Y | -39.3% | -80.3% | +41.0% | -41.9% |
| 10Y | +260.9% | +45.2% | +215.7% | +95.4% |
| All | +260.9% | +43.6% | +217.4% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling