+804.8%
DXCM vs USFR
+27.5%
+777.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +6.3% | +0.3% | +6.0% | +6.3% |
| 3M | +21.1% | +1.0% | +20.1% | +20.9% |
| 6M | +20.6% | +1.9% | +18.6% | +20.2% |
| YTD | +32.4% | +2.6% | +29.8% | +31.9% |
| 1Y | +8.8% | +4.0% | +4.8% | +8.1% |
| 3Y | -13.7% | +14.1% | -27.8% | -16.0% |
| 5Y | -35.2% | +20.4% | -55.6% | -37.7% |
| 10Y | +281.8% | +28.0% | +253.8% | +263.3% |
| All | +804.8% | +27.5% | +777.2% | +794.5% |
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