-15.3%
DXCM vs TROW
+37.3%
-52.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.1% |
| 7D | +4.9% | +0.5% | +4.5% | +4.7% |
| 30D | -0.2% | +9.3% | -9.5% | -4.0% |
| 3M | -8.9% | -0.9% | -8.0% | -8.6% |
| 6M | +42.3% | +8.3% | +33.9% | +34.7% |
| YTD | +25.6% | +10.6% | +14.9% | +16.8% |
| 1Y | +39.5% | +10.5% | +29.0% | +29.7% |
| 3Y | -15.3% | +36.5% | -51.8% | -27.8% |
| All | -15.3% | +37.3% | -52.6% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling