+641.7%
BE vs DXCM
+215.2%
+426.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -2.9% | -3.8% |
| 7D | -13.4% | -3.7% | -9.7% | -12.1% |
| 30D | -33.9% | -5.0% | -28.9% | -32.9% |
| 3M | -12.0% | -8.8% | -3.1% | -9.8% |
| 6M | -29.0% | +31.9% | -60.8% | -40.6% |
| YTD | +113.4% | +20.4% | +93.0% | +85.5% |
| 1Y | +33.2% | +45.7% | -12.6% | +5.8% |
| 3Y | +1,659.2% | -15.0% | +1,674.2% | +1,418.7% |
| 5Y | +461.4% | -48.5% | +509.8% | +501.7% |
| All | +641.7% | +215.2% | +426.4% | +259.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling