-12.4%
DXCM vs P
+158.6%
-171.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.2% |
| 7D | -3.2% | +6.5% | -9.8% | -3.9% |
| 30D | +6.3% | +18.8% | -12.5% | +4.0% |
| 3M | +21.1% | +26.7% | -5.7% | +17.1% |
| 6M | +20.6% | +62.2% | -41.6% | +11.6% |
| YTD | +32.4% | +48.5% | -16.1% | +23.5% |
| 1Y | +8.8% | +26.4% | -17.6% | +2.1% |
| All | -12.4% | +158.6% | -171.0% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling