+39.5%
DXCM vs RUN
-55.1%
+94.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.3% |
| 7D | +4.9% | -13.5% | +18.5% | +6.0% |
| 30D | -0.2% | +18.3% | -18.5% | -1.9% |
| 3M | -8.9% | -12.5% | +3.6% | -8.3% |
| 6M | +42.3% | -40.3% | +82.6% | +47.3% |
| YTD | +25.6% | -53.1% | +78.7% | +29.5% |
| 1Y | +39.5% | -54.3% | +93.8% | +44.6% |
| All | +39.5% | -55.1% | +94.6% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling