-50.1%
DXCM vs P
+247.4%
-297.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.5% | -9.5% | -6.6% |
| 7D | -3.5% | -23.8% | +20.3% | +0.6% |
| 30D | -5.8% | -36.6% | +30.8% | +1.0% |
| 3M | -4.3% | +10.9% | -15.2% | -8.4% |
| 6M | +31.6% | +30.0% | +1.6% | +19.6% |
| YTD | +19.6% | +44.4% | -24.7% | +5.1% |
| 1Y | +36.9% | +3.9% | +32.9% | +27.4% |
| 3Y | -16.3% | +176.6% | -192.9% | -48.3% |
| All | -50.1% | +247.4% | -297.5% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling