+2,637.6%
DXCM vs PTEN
-36.4%
+2,674.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.1% | -0.1% |
| 7D | -9.2% | -2.2% | -7.0% | -8.9% |
| 30D | -6.5% | -8.0% | +1.5% | -5.7% |
| 3M | -10.3% | -5.0% | -5.2% | -10.2% |
| 6M | +35.4% | -10.6% | +46.1% | +35.9% |
| YTD | +21.1% | +75.5% | -54.4% | +7.1% |
| 1Y | +38.2% | +70.2% | -31.9% | +22.7% |
| 3Y | -14.6% | -3.7% | -10.9% | -19.4% |
| 5Y | -49.6% | +34.9% | -84.5% | -57.8% |
| 10Y | +393.1% | -41.4% | +434.5% | +288.9% |
| All | +2,637.6% | -36.4% | +2,674.0% | +1,158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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