+2,777.7%
DXCM vs RY
+1,412.4%
+1,365.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.7% | -2.8% |
| 7D | +5.7% | -1.1% | +6.8% | +6.5% |
| 30D | +1.3% | +4.4% | -3.1% | -1.4% |
| 3M | +2.2% | -2.9% | +5.1% | +3.8% |
| 6M | +42.0% | +15.6% | +26.4% | +29.1% |
| YTD | +27.3% | +21.8% | +5.4% | +12.0% |
| 1Y | +42.5% | +42.6% | -0.1% | +13.9% |
| 3Y | -13.3% | +160.9% | -174.2% | -53.2% |
| 5Y | -46.8% | +126.1% | -172.9% | -68.8% |
| 10Y | +445.8% | +371.7% | +74.1% | +88.8% |
| All | +2,777.7% | +1,412.4% | +1,365.3% | +500.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling