+373.3%
DXCM vs RUN
+66.4%
+306.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.1% | +7.4% | +2.1% |
| 7D | -3.6% | -13.7% | +10.0% | -2.0% |
| 30D | -4.3% | +9.4% | -13.7% | -5.9% |
| 3M | -10.4% | -13.4% | +3.1% | -9.5% |
| 6M | +33.1% | -39.6% | +72.7% | +39.6% |
| YTD | +22.6% | -53.7% | +76.3% | +30.2% |
| 1Y | +36.5% | -56.2% | +92.7% | +45.7% |
| 3Y | -13.5% | -9.7% | -3.7% | -30.9% |
| 5Y | -49.6% | -85.5% | +35.8% | -49.1% |
| All | +373.3% | +66.4% | +306.9% | +174.7% |
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