+2,605.6%
DXCM vs PEG
+480.6%
+2,125.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -5.7% |
| 7D | -3.5% | -2.3% | -1.2% | -2.5% |
| 30D | -5.8% | +1.2% | -7.0% | -6.4% |
| 3M | -4.3% | -2.4% | -2.0% | -3.7% |
| 6M | +31.6% | -6.9% | +38.4% | +34.8% |
| YTD | +19.6% | -7.2% | +26.9% | +22.4% |
| 1Y | +36.9% | -8.9% | +45.7% | +41.0% |
| 3Y | -16.3% | +27.1% | -43.4% | -27.7% |
| 5Y | -50.0% | +33.8% | -83.8% | -58.3% |
| 10Y | +413.2% | +150.2% | +263.0% | +201.6% |
| All | +2,605.6% | +480.6% | +2,125.0% | +937.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling