-10.9%
DXCM vs PL
+403.1%
-414.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -10.1% | +5.6% | -4.1% |
| 7D | +5.7% | -20.5% | +26.2% | +6.7% |
| 30D | +1.3% | -38.8% | +40.1% | +3.5% |
| 3M | +2.2% | -49.1% | +51.3% | +5.2% |
| 6M | +42.0% | -69.4% | +111.4% | +48.7% |
| YTD | +27.3% | -42.3% | +69.6% | +26.6% |
| 1Y | +42.5% | -14.2% | +56.7% | +37.5% |
| All | -10.9% | +403.1% | -414.0% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling