+2,894.9%
DXCM vs TECH
+759.2%
+2,135.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | +6.3% | +0.7% | +5.6% | +6.0% |
| 3M | +21.1% | +36.3% | -15.3% | +1.7% |
| 6M | +20.6% | +25.6% | -5.0% | +3.0% |
| YTD | +32.4% | +23.7% | +8.7% | +12.9% |
| 1Y | +8.8% | +37.6% | -28.8% | -13.9% |
| 3Y | -13.7% | -6.6% | -7.2% | -22.9% |
| 5Y | -35.2% | -42.2% | +7.0% | -23.6% |
| 10Y | +281.8% | +187.6% | +94.2% | +55.6% |
| All | +2,894.9% | +759.2% | +2,135.7% | +651.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling