-36.3%
DXCM vs TXT
+10.4%
-46.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -3.2% | -4.8% | +1.6% | -1.3% |
| 30D | +6.3% | -10.6% | +17.0% | +11.3% |
| 3M | +21.1% | -13.2% | +34.3% | +27.6% |
| 6M | +20.6% | -20.3% | +40.9% | +31.6% |
| YTD | +32.4% | -9.3% | +41.7% | +35.3% |
| 1Y | +8.8% | -2.7% | +11.5% | +7.1% |
| 3Y | -13.7% | +1.4% | -15.1% | -21.9% |
| All | -36.3% | +10.4% | -46.7% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling