-50.1%
DXCM vs TECH
-40.1%
-10.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.1% | -6.0% |
| 7D | -3.5% | +0.2% | -3.7% | -3.6% |
| 30D | -5.8% | +0.3% | -6.1% | -5.9% |
| 3M | -4.3% | +1.3% | -5.7% | -4.8% |
| 6M | +31.6% | +54.0% | -22.4% | +11.7% |
| YTD | +19.6% | +24.3% | -4.6% | +7.7% |
| 1Y | +36.9% | +25.8% | +11.1% | +22.4% |
| 3Y | -16.3% | +26.0% | -42.2% | -32.5% |
| All | -50.1% | -40.1% | -10.0% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling