+36.7%
PM vs DXCM
+34.7%
+2.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.0% | +4.2% | -1.7% |
| 7D | -5.2% | -3.5% | -1.7% | -5.1% |
| 30D | +2.7% | -5.8% | +8.5% | +2.8% |
| 3M | +6.1% | -4.3% | +10.5% | +6.3% |
| 6M | +18.0% | +31.6% | -13.6% | +19.0% |
| YTD | +26.6% | +19.6% | +6.9% | +27.8% |
| 1Y | +36.7% | +36.9% | -0.2% | +41.4% |
| All | +36.7% | +34.7% | +2.0% | +41.4% |
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