+423.1%
DXCM vs P
+748.5%
-325.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.3% | -4.2% | +0.7% |
| 7D | -4.4% | -9.6% | +5.3% | -2.6% |
| 30D | -3.6% | -33.4% | +29.8% | +4.6% |
| 3M | -4.3% | +14.2% | -18.5% | -10.0% |
| 6M | +33.8% | +31.6% | +2.2% | +18.4% |
| YTD | +22.1% | +53.5% | -31.3% | +2.4% |
| 1Y | +47.4% | +14.2% | +33.2% | +31.1% |
| 3Y | -12.3% | +190.5% | -202.8% | -46.9% |
| 5Y | -49.1% | +256.3% | -305.4% | -72.1% |
| 10Y | +423.1% | +707.9% | -284.7% | +124.9% |
| All | +423.1% | +748.5% | -325.4% | +124.9% |
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