+11.2%
DXCM vs PSX
+101.7%
-90.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +0.8% |
| 7D | -5.8% | +1.5% | -7.3% | -5.9% |
| 30D | -5.6% | +15.8% | -21.4% | -6.5% |
| 3M | +13.0% | +43.0% | -30.0% | +11.0% |
| 6M | +24.7% | +61.1% | -36.4% | +21.8% |
| YTD | +27.3% | +104.5% | -77.2% | +19.8% |
| 1Y | +11.2% | +102.5% | -91.3% | +2.9% |
| All | +11.2% | +101.7% | -90.5% | +2.9% |
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 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