+2,605.6%
DXCM vs PH
+3,178.2%
-572.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.9% | -8.8% | -7.4% |
| 7D | -3.5% | +2.0% | -5.5% | -4.7% |
| 30D | -5.8% | -3.7% | -2.1% | -4.6% |
| 3M | -4.3% | -14.0% | +9.7% | +2.2% |
| 6M | +31.6% | +2.1% | +29.4% | +27.9% |
| YTD | +19.6% | +5.1% | +14.6% | +14.2% |
| 1Y | +36.9% | +10.9% | +25.9% | +27.0% |
| 3Y | -16.3% | +132.9% | -149.2% | -48.9% |
| 5Y | -50.0% | +200.1% | -250.1% | -74.0% |
| 10Y | +413.2% | +783.8% | -370.7% | +23.9% |
| All | +2,605.6% | +3,178.2% | -572.6% | +141.2% |
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