-15.0%
DXCM vs THC
+450.2%
-465.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.5% |
| 7D | -3.7% | +8.8% | -12.5% | -5.2% |
| 30D | -5.0% | +10.0% | -15.0% | -6.7% |
| 3M | -8.8% | +11.7% | -20.5% | -10.7% |
| 6M | +31.9% | +52.5% | -20.6% | +21.1% |
| YTD | +20.4% | +46.1% | -25.7% | +10.7% |
| 1Y | +45.7% | +49.1% | -3.4% | +33.1% |
| 3Y | -15.0% | +439.6% | -454.7% | -44.1% |
| All | -15.0% | +450.2% | -465.2% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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