+40.0%
PATH vs DXCM
+11.0%
+29.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.0% | -14.6% | -15.8% |
| 7D | -16.3% | -3.2% | -13.1% | -15.1% |
| 30D | +9.9% | +6.3% | +3.6% | +7.7% |
| 3M | +30.2% | +21.1% | +9.1% | +21.0% |
| 6M | +37.2% | +20.6% | +16.6% | +28.1% |
| YTD | -7.3% | +32.4% | -39.8% | -16.2% |
| 1Y | +40.0% | +8.8% | +31.2% | +41.7% |
| All | +40.0% | +11.0% | +29.0% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 1y: compounded portfolio wealth divided by compounded DXCM 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…
1y analysis · Full analysis span regression · 6 months rolling