+138.0%
B vs DXCM
-50.2%
+188.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +1.0% |
| 7D | +9.6% | -3.5% | +13.1% | +9.9% |
| 30D | +3.5% | -5.8% | +9.3% | +4.0% |
| 3M | -1.6% | -4.3% | +2.8% | -1.3% |
| 6M | -1.7% | +31.6% | -33.2% | -4.3% |
| YTD | -5.3% | +19.6% | -25.0% | -7.1% |
| 1Y | +27.2% | +36.9% | -9.7% | +23.7% |
| 3Y | +166.1% | -16.3% | +182.4% | +160.1% |
| All | +138.0% | -50.2% | +188.1% | +141.0% |
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