-12.4%
DXCM vs TXT
+1.6%
-14.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -3.2% | -4.8% | +1.6% | -2.3% |
| 30D | +6.3% | -10.6% | +17.0% | +8.5% |
| 3M | +21.1% | -13.2% | +34.3% | +24.0% |
| 6M | +20.6% | -20.3% | +40.9% | +25.3% |
| YTD | +32.4% | -9.3% | +41.7% | +33.8% |
| 1Y | +8.8% | -2.7% | +11.5% | +8.2% |
| All | -12.4% | +1.6% | -14.0% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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