-48.1%
DXCM vs TPR
+230.3%
-278.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | +4.9% | -0.3% | +5.2% | +5.0% |
| 30D | -0.2% | +15.1% | -15.3% | -4.0% |
| 3M | -8.9% | +3.5% | -12.4% | -10.1% |
| 6M | +42.3% | +0.4% | +41.8% | +40.1% |
| YTD | +25.6% | +4.6% | +21.0% | +21.1% |
| 1Y | +39.5% | +33.1% | +6.4% | +25.3% |
| 3Y | -15.3% | +396.0% | -411.3% | -52.6% |
| All | -48.1% | +230.3% | -278.4% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 5y: compounded portfolio wealth divided by compounded TPR 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…
5y analysis · Full analysis span regression · 6 months rolling