+272.9%
DXCM vs P
+732.0%
-459.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.4% |
| 7D | -3.2% | +6.5% | -9.8% | -4.8% |
| 30D | +6.3% | +18.8% | -12.5% | +1.2% |
| 3M | +21.1% | +26.7% | -5.7% | +12.0% |
| 6M | +20.6% | +62.2% | -41.6% | +2.7% |
| YTD | +32.4% | +48.5% | -16.1% | +14.4% |
| 1Y | +8.8% | +26.4% | -17.6% | -4.5% |
| 3Y | -13.7% | +159.4% | -173.1% | -44.8% |
| 5Y | -35.2% | +275.8% | -311.0% | -64.4% |
| All | +272.9% | +732.0% | -459.1% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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