+8.8%
DXCM vs PL
+176.6%
-167.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -2.0% |
| 7D | -3.2% | -9.3% | +6.1% | -3.4% |
| 30D | +6.3% | -18.9% | +25.3% | +6.0% |
| 3M | +21.1% | -58.4% | +79.5% | +19.8% |
| 6M | +20.6% | -30.3% | +50.9% | +19.6% |
| YTD | +32.4% | -8.1% | +40.6% | +32.6% |
| 1Y | +8.8% | +180.5% | -171.7% | +18.5% |
| All | +8.8% | +176.6% | -167.8% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling