+2,894.9%
DXCM vs PH
+3,338.2%
-443.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -3.2% | -3.1% | -0.2% | -1.7% |
| 30D | +6.3% | -3.2% | +9.6% | +7.7% |
| 3M | +21.1% | +10.6% | +10.5% | +14.3% |
| 6M | +20.6% | -2.1% | +22.7% | +20.4% |
| YTD | +32.4% | +10.2% | +22.3% | +24.4% |
| 1Y | +8.8% | +28.2% | -19.4% | -5.9% |
| 3Y | -13.7% | +134.9% | -148.6% | -47.6% |
| 5Y | -35.2% | +253.6% | -288.8% | -68.9% |
| 10Y | +281.8% | +804.7% | -522.9% | -7.9% |
| All | +2,894.9% | +3,338.2% | -443.3% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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