+2,605.6%
DXCM vs THC
+491.8%
+2,113.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.1% | -4.9% | -5.7% |
| 7D | -3.5% | +3.7% | -7.2% | -4.2% |
| 30D | -5.8% | +9.0% | -14.8% | -7.6% |
| 3M | -4.3% | +10.4% | -14.7% | -6.5% |
| 6M | +31.6% | +45.7% | -14.1% | +19.9% |
| YTD | +19.6% | +42.6% | -22.9% | +8.7% |
| 1Y | +36.9% | +38.8% | -1.9% | +24.9% |
| 3Y | -16.3% | +418.8% | -435.1% | -44.8% |
| 5Y | -50.0% | +275.7% | -325.7% | -65.5% |
| 10Y | +413.2% | +1,496.2% | -1,083.1% | +109.8% |
| All | +2,605.6% | +491.8% | +2,113.9% | +791.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling