+44.6%
DXCM vs PSX
+97.5%
-52.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.5% | +11.2% | +6.6% |
| 7D | +12.5% | -5.2% | +17.7% | +12.4% |
| 30D | +1.8% | -3.7% | +5.6% | +1.6% |
| 3M | +1.8% | +26.8% | -25.0% | +1.3% |
| 6M | +47.4% | +47.3% | +0.1% | +47.1% |
| YTD | +33.3% | +105.4% | -72.1% | +33.8% |
| 1Y | +44.6% | +96.9% | -52.3% | +45.5% |
| All | +44.6% | +97.5% | -52.9% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling