+235.3%
INTU vs DXCM
+421.6%
-186.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.0% | -1.5% |
| 7D | -3.9% | -4.4% | +0.4% | -2.9% |
| 30D | +11.7% | -3.6% | +15.3% | +12.6% |
| 3M | +4.5% | -4.3% | +8.8% | +5.5% |
| 6M | -13.9% | +33.8% | -47.6% | -20.1% |
| YTD | -48.2% | +22.1% | -70.4% | -51.1% |
| 1Y | -47.1% | +47.4% | -94.5% | -52.4% |
| 3Y | -32.5% | -12.3% | -20.2% | -36.1% |
| 5Y | -42.6% | -49.1% | +6.5% | -40.1% |
| 10Y | +235.3% | +423.1% | -187.8% | +148.7% |
| All | +235.3% | +421.6% | -186.3% | +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