+8.8%
DXCM vs TROW
+0.2%
+8.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -3.2% | -1.3% | -1.9% | -3.1% |
| 30D | +6.3% | -4.5% | +10.9% | +6.9% |
| 3M | +21.1% | +3.9% | +17.2% | +18.2% |
| 6M | +20.6% | +22.6% | -2.0% | +11.9% |
| YTD | +32.4% | +10.1% | +22.3% | +25.3% |
| 1Y | +8.8% | +3.6% | +5.3% | +0.2% |
| All | +8.8% | +0.2% | +8.6% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling