+717.4%
DXCM vs USFR
+28.5%
+688.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -5.8% | +0.4% | -6.2% | -5.9% |
| 3M | -4.3% | +1.1% | -5.4% | -4.5% |
| 6M | +31.6% | +2.1% | +29.5% | +31.1% |
| YTD | +19.6% | +3.4% | +16.2% | +19.0% |
| 1Y | +36.9% | +4.1% | +32.8% | +35.9% |
| 3Y | -16.3% | +14.4% | -30.7% | -18.5% |
| 5Y | -50.0% | +21.3% | -71.4% | -52.0% |
| 10Y | +413.2% | +28.5% | +384.7% | +387.8% |
| All | +717.4% | +28.5% | +688.9% | +707.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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