-38.6%
DXCM vs TECK
+207.5%
-246.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.2% | -8.0% | -4.4% |
| 7D | -6.2% | +7.8% | -14.0% | -7.1% |
| 30D | -0.3% | +8.3% | -8.5% | -1.3% |
| 3M | +10.3% | +16.1% | -5.7% | +7.7% |
| 6M | +24.1% | +42.9% | -18.7% | +16.9% |
| YTD | +27.4% | +50.8% | -23.4% | +18.7% |
| 1Y | +8.4% | +106.1% | -97.7% | -4.0% |
| 3Y | -19.0% | +84.0% | -103.0% | -29.1% |
| 5Y | -38.6% | +223.5% | -262.1% | -49.4% |
| All | -38.6% | +207.5% | -246.0% | -49.4% |
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