-22.7%
TGT vs DXCM
-38.1%
+15.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.8% | -0.4% |
| 7D | -0.6% | -6.2% | +5.6% | +0.4% |
| 30D | +9.5% | -0.3% | +9.8% | +9.6% |
| 3M | +32.3% | +10.3% | +21.9% | +29.8% |
| 6M | +37.0% | +24.1% | +12.9% | +31.4% |
| YTD | +71.0% | +27.4% | +43.7% | +62.9% |
| 1Y | +85.0% | +8.4% | +76.7% | +80.4% |
| 3Y | +46.8% | -19.0% | +65.8% | +42.5% |
| 5Y | -22.7% | -38.6% | +15.8% | -28.0% |
| All | -22.7% | -38.1% | +15.3% | -28.0% |
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