+157.6%
B vs DXCM
-35.5%
+193.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.1% |
| 7D | -1.6% | -3.2% | +1.6% | -1.4% |
| 30D | +9.4% | +6.3% | +3.1% | +8.9% |
| 3M | +5.0% | +21.1% | -16.1% | +3.3% |
| 6M | -3.5% | +20.6% | -24.1% | -5.2% |
| YTD | +4.5% | +32.4% | -28.0% | +2.0% |
| 1Y | +67.8% | +8.8% | +58.9% | +65.4% |
| 3Y | +196.7% | -13.7% | +210.4% | +189.9% |
| All | +157.6% | -35.5% | +193.2% | +150.7% |
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