+243.1%
INTU vs DXCM
+410.2%
-167.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.0% | +2.2% | -2.3% |
| 7D | +0.1% | -3.5% | +3.6% | +1.0% |
| 30D | +15.4% | -5.8% | +21.2% | +17.0% |
| 3M | +6.6% | -4.3% | +10.9% | +7.7% |
| 6M | -11.3% | +31.6% | -42.9% | -17.3% |
| YTD | -47.7% | +19.6% | -67.4% | -50.4% |
| 1Y | -47.0% | +36.9% | -83.9% | -51.4% |
| 3Y | -29.9% | -16.3% | -13.7% | -32.8% |
| 5Y | -42.2% | -50.0% | +7.8% | -39.4% |
| All | +243.1% | +410.2% | -167.1% | +155.8% |
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