+1,735.1%
PLTR vs DXCM
-12.6%
+1,747.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.5% | -3.7% |
| 7D | -6.4% | -3.2% | -3.2% | -5.2% |
| 30D | +10.0% | +6.3% | +3.7% | +7.6% |
| 3M | +23.0% | +21.1% | +1.9% | +13.9% |
| 6M | +13.8% | +20.6% | -6.8% | +5.0% |
| YTD | -1.9% | +32.4% | -34.4% | -12.8% |
| 1Y | +11.6% | +8.8% | +2.8% | +5.4% |
| 3Y | +1,048.4% | -13.7% | +1,062.2% | +952.9% |
| 5Y | +554.4% | -35.2% | +589.6% | +525.1% |
| All | +1,735.1% | -12.6% | +1,747.7% | +1,483.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling