+42.0%
DXCM vs PR
-3.2%
+45.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.9% | +0.3% | -4.8% |
| 7D | +5.7% | -16.5% | +22.2% | +4.4% |
| 30D | +1.3% | -4.5% | +5.8% | +0.4% |
| 3M | +2.2% | +8.5% | -6.4% | +1.1% |
| 6M | +42.0% | -3.3% | +45.3% | +42.8% |
| All | +42.0% | -3.2% | +45.2% | +42.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling