+39.5%
DXCM vs PSX
+97.2%
-57.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.4% |
| 7D | +4.9% | +7.8% | -2.9% | +4.8% |
| 30D | -0.2% | -10.9% | +10.7% | -0.4% |
| 3M | -8.9% | +14.5% | -23.4% | -9.3% |
| 6M | +42.3% | +56.1% | -13.8% | +42.8% |
| YTD | +25.6% | +109.6% | -84.0% | +26.3% |
| 1Y | +39.5% | +95.5% | -56.0% | +40.8% |
| All | +39.5% | +97.2% | -57.6% | +40.8% |
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 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