+6,946.3%
PWR vs DXCM
+2,529.5%
+4,416.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.0% | +12.2% | +7.4% |
| 7D | -12.9% | -3.5% | -9.4% | -12.5% |
| 30D | -22.8% | -5.8% | -17.0% | -22.2% |
| 3M | -19.0% | -4.3% | -14.6% | -18.8% |
| 6M | -31.1% | +31.6% | -62.7% | -35.9% |
| YTD | +28.3% | +19.6% | +8.6% | +21.5% |
| 1Y | +22.2% | +36.9% | -14.6% | +12.6% |
| 3Y | +222.2% | -16.3% | +238.4% | +208.8% |
| 5Y | +364.2% | -50.0% | +414.2% | +377.1% |
| 10Y | +1,864.8% | +413.2% | +1,451.7% | +975.4% |
| All | +6,946.3% | +2,529.5% | +4,416.8% | +1,675.1% |
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 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