+6.9%
TMO vs DXCM
-39.5%
+46.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -2.5% | -5.8% | +3.3% | -1.6% |
| 30D | -0.3% | -5.6% | +5.3% | +0.5% |
| 3M | +25.3% | +13.0% | +12.2% | +22.5% |
| 6M | +20.9% | +24.7% | -3.8% | +16.3% |
| YTD | +4.3% | +27.3% | -23.0% | 0.0% |
| 1Y | +27.0% | +11.2% | +15.8% | +23.7% |
| 3Y | +17.5% | -19.0% | +36.5% | +14.1% |
| 5Y | +6.9% | -38.5% | +45.4% | +1.4% |
| All | +6.9% | -39.5% | +46.4% | +1.4% |
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 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