+2,757.9%
DXCM vs TEVA
+47.5%
+2,710.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -6.5% | -1.7% | -4.8% | -6.1% |
| 30D | -4.3% | +2.0% | -6.3% | -4.8% |
| 3M | +7.3% | +7.0% | +0.3% | +5.2% |
| 6M | +22.0% | +17.0% | +5.0% | +16.6% |
| YTD | +26.4% | +18.1% | +8.3% | +20.5% |
| 1Y | +7.0% | +87.2% | -80.3% | -9.2% |
| 3Y | -19.6% | +283.1% | -302.7% | -45.4% |
| 5Y | -39.3% | +298.4% | -337.7% | -60.6% |
| 10Y | +260.9% | -23.4% | +284.4% | +246.5% |
| All | +2,757.9% | +47.5% | +2,710.4% | +1,702.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling