+411.2%
DXCM vs PSX
+342.3%
+68.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -3.7% | -7.8% | +4.1% | -2.4% |
| 30D | -5.0% | -9.9% | +4.9% | -3.5% |
| 3M | -8.8% | +16.9% | -25.8% | -11.6% |
| 6M | +31.9% | +48.0% | -16.1% | +22.7% |
| YTD | +20.4% | +98.3% | -77.9% | +5.6% |
| 1Y | +45.7% | +86.2% | -40.4% | +29.2% |
| 3Y | -15.0% | +144.0% | -159.0% | -29.0% |
| 5Y | -48.5% | +287.7% | -336.2% | -60.6% |
| 10Y | +411.2% | +338.3% | +72.9% | +261.8% |
| All | +411.2% | +342.3% | +68.9% | +261.8% |
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