+263.3%
DXCM vs TROW
+132.8%
+130.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -5.8% | -3.0% | -2.8% | -4.5% |
| 30D | -5.6% | -5.5% | -0.2% | -3.3% |
| 3M | +13.0% | +2.3% | +10.8% | +11.0% |
| 6M | +24.7% | +23.9% | +0.7% | +12.1% |
| YTD | +27.3% | +7.9% | +19.4% | +21.4% |
| 1Y | +11.2% | +6.1% | +5.1% | +6.5% |
| 3Y | -19.0% | +13.8% | -32.8% | -25.6% |
| 5Y | -38.5% | -38.2% | -0.3% | -29.5% |
| All | +263.3% | +132.8% | +130.6% | +159.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling