+426.3%
DXCM vs PR
+169.5%
+256.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.9% |
| 7D | -3.2% | +2.9% | -6.1% | -3.4% |
| 30D | +6.3% | +18.0% | -11.7% | +5.1% |
| 3M | +21.1% | +16.9% | +4.2% | +19.7% |
| 6M | +20.6% | +28.2% | -7.6% | +18.3% |
| YTD | +32.4% | +69.3% | -36.9% | +27.4% |
| 1Y | +8.8% | +69.5% | -60.7% | +4.6% |
| 3Y | -13.7% | +81.7% | -95.4% | -18.0% |
| 5Y | -35.2% | +422.2% | -457.4% | -42.5% |
| 10Y | +281.8% | +110.4% | +171.4% | +241.6% |
| All | +426.3% | +169.5% | +256.8% | +363.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling