-38.5%
DXCM vs TECH
-42.4%
+3.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -5.8% | -0.5% | -5.3% | -5.6% |
| 30D | -5.6% | 0.0% | -5.6% | -5.6% |
| 3M | +13.0% | +37.4% | -24.4% | +0.1% |
| 6M | +24.7% | +36.9% | -12.2% | +8.7% |
| YTD | +27.3% | +23.1% | +4.2% | +14.9% |
| 1Y | +11.2% | +42.2% | -31.0% | -6.3% |
| 3Y | -19.0% | +1.9% | -21.0% | -26.2% |
| 5Y | -38.5% | -42.9% | +4.5% | -20.4% |
| All | -38.5% | -42.4% | +3.9% | -20.4% |
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