+236.7%
INTU vs DXCM
+402.7%
-166.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -1.9% | -0.1% |
| 7D | +0.1% | +4.9% | -4.9% | -1.1% |
| 30D | +10.1% | -0.2% | +10.2% | +10.0% |
| 3M | -4.2% | -8.9% | +4.7% | -2.1% |
| 6M | -7.2% | +42.3% | -49.5% | -15.2% |
| YTD | -47.7% | +25.6% | -73.2% | -51.0% |
| 1Y | -46.7% | +39.5% | -86.2% | -51.3% |
| 3Y | -34.1% | -15.3% | -18.8% | -36.9% |
| 5Y | -43.3% | -48.4% | +5.2% | -41.0% |
| All | +236.7% | +402.7% | -166.0% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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