-27.2%
TGT vs DXCM
-49.1%
+21.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | +2.6% | -3.6% | +6.2% | +3.2% |
| 30D | +6.6% | -4.3% | +10.9% | +7.3% |
| 3M | +5.2% | -10.4% | +15.6% | +7.0% |
| 6M | +35.3% | +33.1% | +2.2% | +28.3% |
| YTD | +70.3% | +22.6% | +47.7% | +63.1% |
| 1Y | +81.2% | +36.5% | +44.6% | +70.2% |
| 3Y | +66.9% | -13.5% | +80.4% | +59.3% |
| 5Y | -27.2% | -49.6% | +22.5% | -32.2% |
| All | -27.2% | -49.1% | +21.9% | -32.2% |
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