-21.2%
DXCM vs TEVA
+273.2%
-294.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +0.9% |
| 7D | -5.8% | -0.7% | -5.1% | -5.7% |
| 30D | -5.6% | -0.4% | -5.3% | -5.6% |
| 3M | +13.0% | +8.2% | +4.8% | +11.9% |
| 6M | +24.7% | +15.3% | +9.3% | +22.3% |
| YTD | +27.3% | +16.5% | +10.9% | +24.7% |
| 1Y | +11.2% | +85.7% | -74.5% | +4.6% |
| All | -21.2% | +273.2% | -294.4% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling