-15.3%
DXCM vs BEN
+86.4%
-101.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.2% |
| 7D | +4.9% | +6.8% | -1.9% | +2.4% |
| 30D | -0.2% | +18.0% | -18.2% | -6.3% |
| 3M | -8.9% | +7.5% | -16.4% | -11.6% |
| 6M | +42.3% | +14.7% | +27.6% | +34.1% |
| YTD | +25.6% | +56.1% | -30.5% | +3.0% |
| 1Y | +39.5% | +69.6% | -30.1% | +10.3% |
| 3Y | -15.3% | +87.7% | -103.0% | -36.3% |
| All | -15.3% | +86.4% | -101.6% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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