+260.9%
DXCM vs PSX
+377.2%
-116.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -6.5% | +1.8% | -8.3% | -6.8% |
| 30D | -4.3% | +21.6% | -25.9% | -7.6% |
| 3M | +7.3% | +46.5% | -39.2% | +0.2% |
| 6M | +22.0% | +62.0% | -40.0% | +11.4% |
| YTD | +26.4% | +106.3% | -79.9% | +10.1% |
| 1Y | +7.0% | +103.0% | -96.0% | -6.6% |
| 3Y | -19.6% | +135.5% | -155.2% | -32.6% |
| 5Y | -39.3% | +368.5% | -407.8% | -55.5% |
| 10Y | +260.9% | +386.6% | -125.6% | +130.9% |
| All | +260.9% | +377.2% | -116.3% | +130.9% |
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