-17.2%
DXCM vs TENB
+10.3%
-27.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +2.0% |
| 7D | -3.6% | -7.0% | +3.4% | -2.5% |
| 30D | -4.3% | -0.6% | -3.7% | -4.5% |
| 3M | -10.4% | +10.9% | -21.3% | -12.9% |
| 6M | +33.1% | +95.4% | -62.3% | +13.1% |
| YTD | +22.6% | +74.5% | -51.8% | +6.5% |
| 1Y | +36.5% | +49.2% | -12.7% | +23.8% |
| All | -17.2% | +10.3% | -27.5% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 3y: compounded portfolio wealth divided by compounded TENB 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…
3y analysis · Full analysis span regression · 6 months rolling