+2,894.9%
DXCM vs THC
+453.6%
+2,441.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -3.2% | -0.7% | -2.6% | -3.1% |
| 30D | +6.3% | +1.3% | +5.1% | +6.0% |
| 3M | +21.1% | +64.2% | -43.2% | +7.8% |
| 6M | +20.6% | +8.3% | +12.3% | +17.3% |
| YTD | +32.4% | +33.4% | -0.9% | +22.2% |
| 1Y | +8.8% | +37.7% | -28.8% | -0.6% |
| 3Y | -13.7% | +236.8% | -250.5% | -37.4% |
| 5Y | -35.2% | +249.3% | -284.4% | -54.7% |
| 10Y | +281.8% | +995.2% | -713.4% | +70.4% |
| All | +2,894.9% | +453.6% | +2,441.3% | +902.0% |
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