+458.5%
TGT vs DXCM
+2,659.3%
-2,200.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | 0.0% |
| 7D | +2.6% | +4.9% | -2.3% | +2.0% |
| 30D | +4.7% | -0.2% | +4.9% | +4.7% |
| 3M | +4.6% | -8.9% | +13.5% | +5.7% |
| 6M | +34.9% | +42.3% | -7.4% | +28.1% |
| YTD | +70.9% | +25.6% | +45.4% | +64.7% |
| 1Y | +84.4% | +39.5% | +44.8% | +75.1% |
| 3Y | +69.1% | -15.3% | +84.4% | +65.6% |
| 5Y | -26.9% | -48.4% | +21.5% | -25.4% |
| 10Y | +207.6% | +411.4% | -203.7% | +120.2% |
| All | +458.5% | +2,659.3% | -2,200.7% | +138.6% |
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