+9.2%
DXCM vs TEVA
+89.1%
-79.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -1.9% |
| 7D | -5.5% | +2.0% | -7.5% | -5.7% |
| 30D | -8.6% | +1.0% | -9.5% | -8.6% |
| 3M | +10.3% | +7.3% | +3.0% | +9.5% |
| 6M | +25.2% | +21.7% | +3.5% | +21.9% |
| YTD | +25.1% | +18.8% | +6.3% | +22.2% |
| 1Y | +9.2% | +86.5% | -77.2% | +10.5% |
| All | +9.2% | +89.1% | -79.9% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling