+265.0%
C vs DXCM
-13.8%
+278.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | 0.0% |
| 7D | +3.6% | -3.2% | +6.8% | +4.1% |
| 30D | +0.1% | +6.3% | -6.3% | -0.8% |
| 3M | +2.4% | +21.1% | -18.7% | -0.4% |
| 6M | +24.9% | +20.6% | +4.4% | +21.3% |
| YTD | +19.8% | +32.4% | -12.6% | +14.8% |
| 1Y | +44.9% | +8.8% | +36.0% | +41.9% |
| All | +265.0% | -13.8% | +278.8% | +259.4% |
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