+273.9%
DXCM vs RUN
-30.6%
+304.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | +0.1% |
| 7D | -9.2% | +3.2% | -12.4% | -9.7% |
| 30D | -6.5% | +19.5% | -26.0% | -8.8% |
| 3M | -10.3% | -9.6% | -0.7% | -9.9% |
| 6M | +35.4% | -37.3% | +72.7% | +40.9% |
| YTD | +21.1% | -50.7% | +71.8% | +27.1% |
| 1Y | +38.2% | -54.1% | +92.3% | +46.0% |
| 3Y | -14.6% | -3.9% | -10.6% | -30.1% |
| 5Y | -49.6% | -84.4% | +34.8% | -50.0% |
| 10Y | +393.1% | +77.5% | +315.6% | +249.5% |
| All | +273.9% | -30.6% | +304.5% | +162.2% |
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