+338.8%
DXCM vs P
+485.4%
-146.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.3% |
| 7D | -3.2% | +6.5% | -9.8% | -4.7% |
| 30D | +6.3% | +18.8% | -12.5% | +1.5% |
| 3M | +21.1% | +26.7% | -5.7% | +12.6% |
| 6M | +20.6% | +62.2% | -41.6% | +3.8% |
| YTD | +32.4% | +48.5% | -16.1% | +15.5% |
| 1Y | +8.8% | +26.4% | -17.6% | -3.7% |
| 3Y | -13.7% | +159.4% | -173.1% | -42.6% |
| 5Y | -35.2% | +275.8% | -311.0% | -62.3% |
| 10Y | +281.8% | +732.0% | -450.2% | +76.9% |
| All | +338.8% | +485.4% | -146.5% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling