+277.3%
DXCM vs RUN
-25.4%
+302.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.4% |
| 7D | -4.4% | +18.1% | -22.4% | -6.4% |
| 30D | -3.6% | +27.5% | -31.1% | -6.6% |
| 3M | -4.3% | -4.5% | +0.2% | -4.5% |
| 6M | +33.8% | -33.3% | +67.1% | +38.3% |
| YTD | +22.1% | -47.1% | +69.2% | +27.3% |
| 1Y | +47.4% | -43.1% | +90.5% | +51.9% |
| 3Y | -12.3% | -3.0% | -9.3% | -28.1% |
| 5Y | -49.1% | -82.6% | +33.5% | -50.1% |
| 10Y | +423.1% | +103.3% | +319.8% | +267.1% |
| All | +277.3% | -25.4% | +302.7% | +162.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling