-38.6%
DXCM vs PEG
+38.2%
-76.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.6% | -4.1% |
| 7D | -6.2% | +1.0% | -7.3% | -6.6% |
| 30D | -0.3% | -1.9% | +1.6% | +0.3% |
| 3M | +10.3% | -3.7% | +14.0% | +11.5% |
| 6M | +24.1% | -9.4% | +33.6% | +28.0% |
| YTD | +27.4% | -6.0% | +33.4% | +29.3% |
| 1Y | +8.4% | -4.4% | +12.7% | +8.9% |
| 3Y | -19.0% | +33.5% | -52.5% | -31.2% |
| 5Y | -38.6% | +35.7% | -74.3% | -48.2% |
| All | -38.6% | +38.2% | -76.8% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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