-24.1%
DXCM vs PL
+28.1%
-52.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +10.4% | -16.4% | -6.9% |
| 7D | -3.5% | -6.8% | +3.3% | -3.1% |
| 30D | -5.8% | -29.3% | +23.5% | -3.1% |
| 3M | -4.3% | -44.8% | +40.4% | +0.4% |
| 6M | +31.6% | -68.4% | +99.9% | +43.5% |
| YTD | +19.6% | -36.4% | +56.0% | +18.7% |
| 1Y | +36.9% | +0.7% | +36.1% | +27.7% |
| 3Y | -16.3% | +455.3% | -471.6% | -45.4% |
| 5Y | -50.0% | +22.7% | -72.7% | -61.2% |
| All | -24.1% | +28.1% | -52.2% | -43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling