+1,703.2%
INTU vs DXCM
+2,810.6%
-1,107.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -3.0% |
| 7D | -7.1% | -3.2% | -3.9% | -6.6% |
| 30D | +1.5% | +6.3% | -4.9% | +0.5% |
| 3M | +10.7% | +21.1% | -10.4% | +7.1% |
| 6M | -23.8% | +20.6% | -44.4% | -26.5% |
| YTD | -49.3% | +32.4% | -81.7% | -51.9% |
| 1Y | -49.7% | +8.8% | -58.5% | -50.9% |
| 3Y | -38.0% | -13.7% | -24.3% | -40.0% |
| 5Y | -38.7% | -35.2% | -3.6% | -38.6% |
| 10Y | +221.3% | +281.8% | -60.5% | +141.4% |
| All | +1,703.2% | +2,810.6% | -1,107.4% | +779.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling