-24.1%
DXCM vs S
-48.9%
+24.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.0% | -5.9% | +0.4% |
| 7D | -4.4% | +1.6% | -5.9% | -4.7% |
| 30D | -3.6% | -10.5% | +6.9% | -1.8% |
| 3M | -4.3% | +9.9% | -14.2% | -7.5% |
| 6M | +33.8% | +41.8% | -8.0% | +21.7% |
| YTD | +22.1% | +56.8% | -34.7% | +7.5% |
| 1Y | +47.4% | +39.0% | +8.4% | +32.7% |
| 3Y | -12.3% | +53.8% | -66.1% | -26.7% |
| 5Y | -49.1% | -68.6% | +19.5% | -44.8% |
| All | -24.1% | -48.9% | +24.8% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling