-36.3%
DXCM vs TPR
+239.8%
-276.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | -2.3% | -0.9% | -2.6% |
| 30D | +6.3% | -23.0% | +29.3% | +13.3% |
| 3M | +21.1% | -12.5% | +33.6% | +24.2% |
| 6M | +20.6% | -21.4% | +42.0% | +26.9% |
| YTD | +32.4% | -3.5% | +36.0% | +31.0% |
| 1Y | +8.8% | +17.4% | -8.5% | +0.9% |
| 3Y | -13.7% | +291.3% | -305.0% | -47.0% |
| All | -36.3% | +239.8% | -276.1% | -60.9% |
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