-12.3%
DXCM vs RUN
-8.5%
-3.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.2% |
| 7D | -4.4% | +18.1% | -22.4% | -5.2% |
| 30D | -3.6% | +27.5% | -31.1% | -4.9% |
| 3M | -4.3% | -4.5% | +0.2% | -4.4% |
| 6M | +33.8% | -33.3% | +67.1% | +35.7% |
| YTD | +22.1% | -47.1% | +69.2% | +24.3% |
| 1Y | +47.4% | -43.1% | +90.5% | +49.5% |
| 3Y | -12.3% | -3.0% | -9.3% | -17.9% |
| All | -12.3% | -8.5% | -3.8% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling