-22.6%
DXCM vs PL
+46.6%
-69.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +14.5% | -12.4% | +0.8% |
| 7D | -4.4% | +10.9% | -15.2% | -5.5% |
| 30D | -3.6% | -16.4% | +12.7% | -2.4% |
| 3M | -4.3% | -39.9% | +35.6% | -0.4% |
| 6M | +33.8% | -63.2% | +96.9% | +44.0% |
| YTD | +22.1% | -27.1% | +49.3% | +19.6% |
| 1Y | +47.4% | +12.2% | +35.2% | +36.2% |
| 3Y | -12.3% | +584.3% | -596.5% | -44.3% |
| 5Y | -49.1% | +37.0% | -86.1% | -60.0% |
| All | -22.6% | +46.6% | -69.2% | -42.6% |
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