+2,605.6%
DXCM vs TECH
+763.4%
+1,842.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.1% | -6.1% |
| 7D | -3.5% | +0.2% | -3.7% | -3.6% |
| 30D | -5.8% | +0.3% | -6.1% | -6.0% |
| 3M | -4.3% | +1.3% | -5.7% | -5.0% |
| 6M | +31.6% | +54.0% | -22.4% | +3.3% |
| YTD | +19.6% | +24.3% | -4.6% | +1.8% |
| 1Y | +36.9% | +25.8% | +11.1% | +15.4% |
| 3Y | -16.3% | +26.0% | -42.2% | -37.2% |
| 5Y | -50.0% | -40.1% | -9.9% | -42.1% |
| 10Y | +413.2% | +210.6% | +202.6% | +99.3% |
| All | +2,605.6% | +763.4% | +1,842.3% | +577.1% |
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