+360.5%
BE vs DXCM
+11.0%
+349.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.0% | +9.4% | +6.9% |
| 7D | +20.0% | -3.2% | +23.2% | +19.2% |
| 30D | +7.9% | +6.3% | +1.6% | +9.4% |
| 3M | -13.2% | +21.1% | -34.3% | -8.4% |
| 6M | +53.5% | +20.6% | +32.9% | +67.0% |
| YTD | +191.0% | +32.4% | +158.6% | +218.2% |
| 1Y | +360.5% | +8.8% | +351.7% | +417.7% |
| All | +360.5% | +11.0% | +349.5% | +417.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling