+537.5%
MAR vs DXCM
+411.4%
+126.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +2.9% |
| 7D | +2.9% | -3.7% | +6.5% | +3.4% |
| 30D | +17.0% | -5.0% | +22.0% | +17.8% |
| 3M | +23.2% | -8.8% | +32.0% | +24.6% |
| 6M | +21.7% | +31.9% | -10.1% | +15.7% |
| YTD | +38.9% | +20.4% | +18.4% | +33.5% |
| 1Y | +48.7% | +45.7% | +2.9% | +38.7% |
| 3Y | +122.9% | -15.0% | +137.9% | +116.4% |
| 5Y | +177.5% | -48.5% | +226.0% | +180.7% |
| 10Y | +537.5% | +411.2% | +126.3% | +404.1% |
| All | +537.5% | +411.4% | +126.1% | +404.1% |
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