+112.2%
C vs DXCM
-49.4%
+161.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.5% |
| 7D | -0.4% | -3.7% | +3.3% | +0.2% |
| 30D | -5.2% | -5.0% | -0.2% | -4.6% |
| 3M | -9.1% | -8.8% | -0.3% | -8.0% |
| 6M | -1.6% | +31.9% | -33.4% | -6.3% |
| YTD | +6.9% | +20.4% | -13.5% | +3.1% |
| 1Y | +23.0% | +45.7% | -22.8% | +15.3% |
| 3Y | +216.1% | -15.0% | +231.2% | +204.5% |
| 5Y | +112.2% | -48.5% | +160.7% | +99.9% |
| All | +112.2% | -49.4% | +161.7% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling