+2,894.9%
DXCM vs TECK
+499.4%
+2,395.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -3.2% | -0.3% | -2.9% | -3.2% |
| 30D | +6.3% | +4.6% | +1.7% | +5.3% |
| 3M | +21.1% | +2.8% | +18.2% | +19.3% |
| 6M | +20.6% | +24.9% | -4.3% | +13.4% |
| YTD | +32.4% | +44.7% | -12.3% | +20.3% |
| 1Y | +8.8% | +112.0% | -103.1% | -9.3% |
| 3Y | -13.7% | +67.6% | -81.3% | -26.9% |
| 5Y | -35.2% | +200.3% | -235.5% | -53.7% |
| 10Y | +281.8% | +358.2% | -76.4% | +114.6% |
| All | +2,894.9% | +499.4% | +2,395.5% | +976.5% |
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