+418.8%
BE vs DXCM
+6.5%
+412.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.8% | +13.5% | +8.6% |
| 7D | +29.8% | -6.2% | +36.0% | +27.9% |
| 30D | +26.4% | -0.3% | +26.6% | +26.4% |
| 3M | +9.3% | +10.3% | -1.0% | +14.4% |
| 6M | +105.1% | +24.1% | +80.9% | +121.3% |
| YTD | +219.0% | +27.4% | +191.7% | +247.9% |
| 1Y | +418.8% | +8.4% | +410.4% | +469.8% |
| All | +418.8% | +6.5% | +412.2% | +469.8% |
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