-25.6%
DXCM vs S
-52.7%
+27.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.6% | -7.6% | -6.3% |
| 7D | -3.5% | -13.4% | +9.9% | -0.6% |
| 30D | -5.8% | -14.0% | +8.2% | -3.2% |
| 3M | -4.3% | +4.9% | -9.2% | -6.5% |
| 6M | +31.6% | +42.0% | -10.4% | +19.6% |
| YTD | +19.6% | +45.1% | -25.5% | +7.1% |
| 1Y | +36.9% | +33.1% | +3.8% | +24.3% |
| 3Y | -16.3% | +40.6% | -56.9% | -28.6% |
| 5Y | -50.0% | -67.5% | +17.4% | -45.6% |
| All | -25.6% | -52.7% | +27.1% | -21.0% |
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