-38.8%
DXCM vs RUN
-79.3%
+40.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.7% | -7.5% | -4.2% |
| 7D | -6.2% | +10.2% | -16.4% | -7.2% |
| 30D | -0.3% | -9.6% | +9.3% | +0.6% |
| 3M | +10.3% | -31.5% | +41.8% | +13.9% |
| 6M | +24.1% | -18.7% | +42.8% | +25.2% |
| YTD | +27.4% | -49.9% | +77.3% | +33.1% |
| 1Y | +8.4% | -45.5% | +53.9% | +11.4% |
| 3Y | -19.0% | -34.1% | +15.1% | -29.5% |
| All | -38.8% | -79.3% | +40.5% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling