-12.4%
DXCM vs PR
+73.2%
-85.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | -3.2% | +2.9% | -6.1% | -3.7% |
| 30D | +6.3% | +18.0% | -11.7% | +3.5% |
| 3M | +21.1% | +16.9% | +4.2% | +17.7% |
| 6M | +20.6% | +28.2% | -7.6% | +14.4% |
| YTD | +32.4% | +69.3% | -36.9% | +18.7% |
| 1Y | +8.8% | +69.5% | -60.7% | -2.7% |
| All | -12.4% | +73.2% | -85.6% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling