+405.7%
DXCM vs PR
+147.8%
+257.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.9% | +0.3% | -4.2% |
| 7D | +5.7% | -16.5% | +22.2% | +6.9% |
| 30D | +1.3% | -4.5% | +5.8% | +1.5% |
| 3M | +2.2% | +8.5% | -6.4% | +1.4% |
| 6M | +42.0% | -3.3% | +45.3% | +41.9% |
| YTD | +27.3% | +55.7% | -28.4% | +22.9% |
| 1Y | +42.5% | +82.0% | -39.6% | +36.1% |
| 3Y | -13.3% | +62.5% | -75.8% | -17.1% |
| 5Y | -46.8% | +223.9% | -270.8% | -51.8% |
| 10Y | +445.8% | +64.2% | +381.6% | +387.6% |
| All | +405.7% | +147.8% | +257.9% | +347.0% |
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