+675.5%
BE vs DXCM
+219.8%
+455.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.1% | +9.8% | +11.0% |
| 7D | -1.2% | -4.4% | +3.1% | +0.4% |
| 30D | -30.9% | -3.6% | -27.3% | -30.3% |
| 3M | -11.6% | -4.3% | -7.3% | -11.4% |
| 6M | -25.7% | +33.8% | -59.5% | -38.3% |
| YTD | +123.1% | +22.1% | +101.0% | +92.7% |
| 1Y | +43.4% | +47.4% | -4.0% | +13.4% |
| 3Y | +1,683.6% | -12.3% | +1,695.9% | +1,413.8% |
| 5Y | +465.4% | -49.1% | +514.5% | +512.4% |
| All | +675.5% | +219.8% | +455.7% | +273.3% |
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