-36.3%
DXCM vs RY
+140.8%
-177.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -3.2% | +3.1% | -6.3% | -4.7% |
| 30D | +6.3% | -0.3% | +6.7% | +6.4% |
| 3M | +21.1% | +8.7% | +12.4% | +15.4% |
| 6M | +20.6% | +28.5% | -8.0% | +5.3% |
| YTD | +32.4% | +25.1% | +7.3% | +17.1% |
| 1Y | +8.8% | +46.3% | -37.4% | -11.2% |
| 3Y | -13.7% | +154.9% | -168.7% | -48.5% |
| All | -36.3% | +140.8% | -177.0% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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