-19.0%
DXCM vs TENB
-24.7%
+5.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.5% |
| 7D | -6.2% | -5.0% | -1.2% | -5.3% |
| 30D | -0.3% | -7.4% | +7.1% | +0.9% |
| 3M | +10.3% | +22.3% | -12.0% | +3.8% |
| 6M | +24.1% | +60.2% | -36.0% | +9.1% |
| YTD | +27.4% | +43.2% | -15.9% | +14.7% |
| 1Y | +8.4% | +8.2% | +0.2% | +5.6% |
| 3Y | -19.0% | -23.8% | +4.8% | -17.4% |
| All | -19.0% | -24.7% | +5.7% | -17.4% |
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