+593.0%
BE vs DXCM
+213.2%
+379.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.0% | +9.4% | +5.9% |
| 7D | -14.7% | -3.5% | -11.2% | -13.8% |
| 30D | -40.5% | -5.8% | -34.7% | -39.5% |
| 3M | -24.3% | -4.3% | -20.0% | -24.3% |
| 6M | -39.3% | +31.6% | -70.9% | -49.3% |
| YTD | +99.4% | +19.6% | +79.7% | +73.6% |
| 1Y | +26.6% | +36.9% | -10.3% | +3.3% |
| 3Y | +1,616.9% | -16.3% | +1,633.2% | +1,390.2% |
| 5Y | +441.4% | -50.0% | +491.4% | +490.1% |
| All | +593.0% | +213.2% | +379.7% | +236.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling