-49.1%
DXCM vs PSX
+289.8%
-338.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.9% | +1.6% |
| 7D | -4.4% | -8.0% | +3.7% | -3.0% |
| 30D | -3.6% | -9.0% | +5.4% | -2.2% |
| 3M | -4.3% | +24.7% | -29.1% | -8.7% |
| 6M | +33.8% | +49.3% | -15.6% | +23.3% |
| YTD | +22.1% | +100.2% | -78.0% | +5.1% |
| 1Y | +47.4% | +88.8% | -41.4% | +28.2% |
| 3Y | -12.3% | +152.5% | -164.8% | -29.3% |
| 5Y | -49.1% | +283.2% | -332.3% | -61.4% |
| All | -49.1% | +289.8% | -338.9% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling