-38.4%
INTU vs DXCM
-35.5%
-2.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.8% |
| 7D | -7.1% | -3.2% | -3.9% | -6.3% |
| 30D | +1.5% | +6.3% | -4.9% | -0.1% |
| 3M | +10.7% | +21.1% | -10.4% | +5.1% |
| 6M | -23.8% | +20.6% | -44.4% | -28.0% |
| YTD | -49.3% | +32.4% | -81.7% | -53.3% |
| 1Y | -49.7% | +8.8% | -58.5% | -51.6% |
| 3Y | -38.0% | -13.7% | -24.3% | -42.3% |
| All | -38.4% | -35.5% | -2.9% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling