+423.1%
DXCM vs TECH
+204.1%
+219.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -4.4% | +0.2% | -4.6% | -4.4% |
| 30D | -3.6% | +0.5% | -4.1% | -3.8% |
| 3M | -4.3% | +0.9% | -5.2% | -4.7% |
| 6M | +33.8% | +51.0% | -17.3% | +9.9% |
| YTD | +22.1% | +24.4% | -2.2% | +6.5% |
| 1Y | +47.4% | +27.6% | +19.8% | +26.7% |
| 3Y | -12.3% | +29.9% | -42.2% | -33.1% |
| 5Y | -49.1% | -40.6% | -8.5% | -38.9% |
| 10Y | +423.1% | +196.7% | +226.4% | +138.2% |
| All | +423.1% | +204.1% | +219.0% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling