-36.3%
DXCM vs PL
+82.7%
-118.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.9% |
| 7D | -3.2% | -9.3% | +6.1% | -2.4% |
| 30D | +6.3% | -18.9% | +25.3% | +8.3% |
| 3M | +21.1% | -58.4% | +79.5% | +30.2% |
| 6M | +20.6% | -30.3% | +50.9% | +20.6% |
| YTD | +32.4% | -8.1% | +40.6% | +27.7% |
| 1Y | +8.8% | +180.5% | -171.7% | -11.3% |
| 3Y | -13.7% | +444.1% | -457.9% | -41.4% |
| All | -36.3% | +82.7% | -118.9% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling