-76.5%
PATH vs DXCM
-42.9%
-33.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.6% | -3.7% | +0.1% |
| 7D | -4.8% | +12.5% | -17.3% | -9.5% |
| 30D | +2.7% | +1.8% | +0.8% | +1.5% |
| 3M | -4.2% | +1.8% | -6.0% | -5.0% |
| 6M | +24.7% | +47.4% | -22.6% | +5.5% |
| YTD | -17.6% | +33.3% | -50.9% | -27.8% |
| 1Y | -5.3% | +44.6% | -49.9% | -19.9% |
| 3Y | -22.0% | -9.2% | -12.8% | -29.1% |
| 5Y | -76.5% | -43.8% | -32.7% | -76.1% |
| All | -76.5% | -42.9% | -33.6% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling