+2,637.6%
DXCM vs TECK
+453.0%
+2,184.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -9.2% | -1.2% | -8.0% | -9.0% |
| 30D | -6.5% | -5.7% | -0.8% | -5.4% |
| 3M | -10.3% | -3.6% | -6.6% | -9.9% |
| 6M | +35.4% | -2.2% | +37.6% | +34.1% |
| YTD | +21.1% | +33.6% | -12.5% | +11.4% |
| 1Y | +38.2% | +49.0% | -10.8% | +24.2% |
| 3Y | -14.6% | +85.4% | -100.0% | -29.2% |
| 5Y | -49.6% | +138.5% | -188.1% | -62.1% |
| 10Y | +393.1% | +218.0% | +175.1% | +201.6% |
| All | +2,637.6% | +453.0% | +2,184.6% | +897.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling