+1,616.9%
BE vs DXCM
-18.8%
+1,635.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.0% | +9.4% | +3.8% |
| 7D | -14.7% | -3.5% | -11.2% | -14.5% |
| 30D | -40.5% | -5.8% | -34.7% | -40.3% |
| 3M | -24.3% | -4.3% | -20.0% | -24.4% |
| 6M | -39.3% | +31.6% | -70.9% | -42.4% |
| YTD | +99.4% | +19.6% | +79.7% | +93.0% |
| 1Y | +26.6% | +36.9% | -10.3% | +20.2% |
| 3Y | +1,616.9% | -16.3% | +1,633.2% | +1,361.3% |
| All | +1,616.9% | -18.8% | +1,635.7% | +1,361.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling