+2,894.9%
DXCM vs TROW
+636.0%
+2,258.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.5% |
| 7D | -3.2% | -1.3% | -1.9% | -2.6% |
| 30D | +6.3% | -4.5% | +10.9% | +8.9% |
| 3M | +21.1% | +3.9% | +17.2% | +17.6% |
| 6M | +20.6% | +22.6% | -2.0% | +7.1% |
| YTD | +32.4% | +10.1% | +22.3% | +23.8% |
| 1Y | +8.8% | +3.6% | +5.3% | +4.7% |
| 3Y | -13.7% | +12.4% | -26.2% | -21.7% |
| 5Y | -35.2% | -37.5% | +2.3% | -21.7% |
| 10Y | +281.8% | +130.0% | +151.9% | +105.8% |
| All | +2,894.9% | +636.0% | +2,258.9% | +622.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling