+404.2%
DXCM vs PR
+66.0%
+338.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.9% | -7.9% | -6.1% |
| 7D | -3.5% | -16.4% | +12.9% | -2.4% |
| 30D | -5.8% | -1.9% | -3.9% | -5.8% |
| 3M | -4.3% | +8.0% | -12.3% | -5.0% |
| 6M | +31.6% | +4.1% | +27.5% | +30.8% |
| YTD | +19.6% | +58.7% | -39.0% | +15.4% |
| 1Y | +36.9% | +75.8% | -39.0% | +31.0% |
| 3Y | -16.3% | +73.2% | -89.4% | -20.3% |
| 5Y | -50.0% | +230.1% | -280.2% | -54.8% |
| All | +404.2% | +66.0% | +338.1% | +372.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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