+3,495.1%
DXCM vs PSX
+1,139.4%
+2,355.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -3.2% | +4.5% | -7.8% | -4.1% |
| 30D | +6.3% | +26.6% | -20.3% | +1.2% |
| 3M | +21.1% | +39.3% | -18.2% | +12.8% |
| 6M | +20.6% | +56.8% | -36.2% | +9.0% |
| YTD | +32.4% | +101.8% | -69.4% | +13.1% |
| 1Y | +8.8% | +99.6% | -90.8% | -7.0% |
| 3Y | -13.7% | +140.3% | -154.1% | -30.1% |
| 5Y | -35.2% | +339.3% | -374.5% | -55.0% |
| 10Y | +281.8% | +369.9% | -88.1% | +136.5% |
| All | +3,495.1% | +1,139.4% | +2,355.7% | +1,727.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling