+2,777.7%
DXCM vs TPR
+657.8%
+2,119.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.1% | -11.6% | -6.8% |
| 7D | +5.7% | +13.9% | -8.2% | +1.3% |
| 30D | +1.3% | +14.9% | -13.6% | -3.3% |
| 3M | +2.2% | -15.4% | +17.6% | +6.5% |
| 6M | +42.0% | -4.5% | +46.5% | +41.3% |
| YTD | +27.3% | +6.0% | +21.3% | +21.9% |
| 1Y | +42.5% | +24.3% | +18.2% | +29.0% |
| 3Y | -13.3% | +412.8% | -426.2% | -52.8% |
| 5Y | -46.8% | +258.4% | -305.3% | -68.6% |
| 10Y | +445.8% | +396.8% | +49.0% | +137.8% |
| All | +2,777.7% | +657.8% | +2,119.9% | +697.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling