+309.1%
DXCM vs RUN
-31.9%
+341.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -3.2% | +1.3% | -4.5% | -3.4% |
| 30D | +6.3% | -15.3% | +21.6% | +8.1% |
| 3M | +21.1% | -40.0% | +61.1% | +27.6% |
| 6M | +20.6% | -27.0% | +47.5% | +23.4% |
| YTD | +32.4% | -51.7% | +84.1% | +40.2% |
| 1Y | +8.8% | -45.9% | +54.7% | +12.4% |
| 3Y | -13.7% | -43.8% | +30.0% | -23.7% |
| 5Y | -35.2% | -80.5% | +45.3% | -37.6% |
| 10Y | +281.8% | +45.3% | +236.5% | +173.5% |
| All | +309.1% | -31.9% | +341.0% | +189.2% |
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