-38.6%
DXCM vs PSX
+349.1%
-387.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.6% | -5.4% | -4.1% |
| 7D | -6.2% | +2.8% | -9.0% | -6.7% |
| 30D | -0.3% | +27.8% | -28.0% | -4.5% |
| 3M | +10.3% | +42.0% | -31.7% | +3.5% |
| 6M | +24.1% | +58.1% | -34.0% | +13.8% |
| YTD | +27.4% | +105.0% | -77.7% | +10.7% |
| 1Y | +8.4% | +104.9% | -96.5% | -5.9% |
| 3Y | -19.0% | +134.1% | -153.0% | -32.7% |
| 5Y | -38.6% | +363.8% | -402.4% | -50.9% |
| All | -38.6% | +349.1% | -387.7% | -50.9% |
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 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