-48.5%
DXCM vs TPR
+268.5%
-316.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -3.7% | +12.1% | -15.7% | -6.7% |
| 30D | -5.0% | +16.7% | -21.7% | -9.0% |
| 3M | -8.8% | -17.4% | +8.6% | -4.8% |
| 6M | +31.9% | +2.3% | +29.6% | +29.2% |
| YTD | +20.4% | +7.1% | +13.3% | +15.4% |
| 1Y | +45.7% | +29.5% | +16.2% | +31.9% |
| 3Y | -15.0% | +415.0% | -430.1% | -52.9% |
| 5Y | -48.5% | +261.5% | -309.9% | -69.1% |
| All | -48.5% | +268.5% | -316.9% | -69.1% |
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