-16.2%
DXCM vs BEN
+57.6%
-73.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -3.3% |
| 7D | -3.2% | +0.2% | -3.4% | -3.4% |
| 30D | +6.3% | -0.5% | +6.9% | +6.4% |
| 3M | +21.1% | +9.7% | +11.4% | +16.6% |
| 6M | +20.6% | +33.9% | -13.3% | +6.5% |
| YTD | +32.4% | +49.0% | -16.5% | +11.4% |
| 1Y | +8.8% | +42.1% | -33.3% | -6.8% |
| All | -16.2% | +57.6% | -73.8% | -33.7% |
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