+384.5%
DXCM vs PSX
+368.0%
+16.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.3% |
| 7D | +4.9% | +7.8% | -2.9% | +3.6% |
| 30D | -0.2% | -10.9% | +10.7% | +1.6% |
| 3M | -8.9% | +14.5% | -23.4% | -11.3% |
| 6M | +42.3% | +56.1% | -13.8% | +31.2% |
| YTD | +25.6% | +109.6% | -84.0% | +9.1% |
| 1Y | +39.5% | +95.5% | -56.0% | +22.7% |
| 3Y | -15.3% | +156.2% | -171.5% | -29.8% |
| 5Y | -48.4% | +310.0% | -358.4% | -61.0% |
| All | +384.5% | +368.0% | +16.5% | +238.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling