+737.9%
BE vs DXCM
+216.9%
+520.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.5% | +12.4% | +12.7% |
| 7D | +4.5% | -9.2% | +13.7% | +9.0% |
| 30D | -20.1% | -6.5% | -13.7% | -18.3% |
| 3M | -0.8% | -10.3% | +9.4% | +2.3% |
| 6M | -26.2% | +35.4% | -61.7% | -39.0% |
| YTD | +141.1% | +21.1% | +120.0% | +109.1% |
| 1Y | +64.8% | +38.2% | +26.6% | +34.8% |
| 3Y | +1,887.4% | -14.6% | +1,901.9% | +1,612.2% |
| 5Y | +518.1% | -49.6% | +567.7% | +572.2% |
| All | +737.9% | +216.9% | +520.9% | +305.0% |
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 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