+2,894.9%
DXCM vs BEN
+212.2%
+2,682.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -3.7% |
| 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% | +15.3% |
| 6M | +20.6% | +33.9% | -13.3% | +3.4% |
| YTD | +32.4% | +49.0% | -16.5% | +7.4% |
| 1Y | +8.8% | +42.1% | -33.3% | -9.8% |
| 3Y | -13.7% | +51.9% | -65.6% | -32.7% |
| 5Y | -35.2% | +39.0% | -74.2% | -48.8% |
| 10Y | +281.8% | +57.9% | +223.9% | +141.2% |
| All | +2,894.9% | +212.2% | +2,682.7% | +1,066.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling