+2,894.9%
DXCM vs TPR
+589.8%
+2,305.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | -2.3% | -0.9% | -2.5% |
| 30D | +6.3% | -23.0% | +29.3% | +14.5% |
| 3M | +21.1% | -12.5% | +33.6% | +24.9% |
| 6M | +20.6% | -21.4% | +42.0% | +28.0% |
| YTD | +32.4% | -3.5% | +36.0% | +31.0% |
| 1Y | +8.8% | +17.4% | -8.5% | +0.3% |
| 3Y | -13.7% | +291.3% | -305.0% | -48.7% |
| 5Y | -35.2% | +241.9% | -277.1% | -61.1% |
| 10Y | +281.8% | +322.7% | -40.9% | +77.2% |
| All | +2,894.9% | +589.8% | +2,305.1% | +757.1% |
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