+384.5%
DXCM vs P
+652.0%
-267.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.8% |
| 7D | +4.9% | +11.6% | -6.7% | +2.3% |
| 30D | -0.2% | -23.7% | +23.5% | +4.9% |
| 3M | -8.9% | -8.0% | -0.9% | -9.4% |
| 6M | +42.3% | +27.9% | +14.4% | +27.6% |
| YTD | +25.6% | +61.2% | -35.6% | +4.1% |
| 1Y | +39.5% | +28.6% | +10.9% | +20.6% |
| 3Y | -15.3% | +200.5% | -215.7% | -48.9% |
| 5Y | -48.4% | +282.9% | -331.4% | -72.2% |
| All | +384.5% | +652.0% | -267.5% | +113.5% |
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