-49.1%
DXCM vs TECK
+150.4%
-199.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.0% | -4.9% | +1.1% |
| 7D | -4.4% | +3.1% | -7.4% | -4.7% |
| 30D | -3.6% | -5.0% | +1.4% | -3.0% |
| 3M | -4.3% | -2.6% | -1.8% | -4.3% |
| 6M | +33.8% | 0.0% | +33.8% | +32.6% |
| YTD | +22.1% | +35.6% | -13.5% | +14.7% |
| 1Y | +47.4% | +58.1% | -10.7% | +35.1% |
| 3Y | -12.3% | +93.3% | -105.6% | -24.8% |
| 5Y | -49.1% | +153.7% | -202.8% | -61.2% |
| All | -49.1% | +150.4% | -199.5% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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