+423.1%
DXCM vs BIL
+25.6%
+397.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.2% |
| 7D | -4.4% | +0.1% | -4.4% | -3.8% |
| 30D | -3.6% | 0.0% | -3.6% | -3.8% |
| 3M | -4.3% | +0.6% | -4.9% | -0.7% |
| 6M | +33.8% | +1.5% | +32.2% | +48.1% |
| YTD | +22.1% | +2.8% | +19.4% | +49.0% |
| 1Y | +47.4% | +3.3% | +44.1% | +87.9% |
| 3Y | -12.3% | +13.4% | -25.7% | +82.2% |
| 5Y | -49.1% | +19.8% | -68.9% | +12.2% |
| 10Y | +423.1% | +25.6% | +397.5% | +1,047.3% |
| All | +423.1% | +25.6% | +397.5% | +1,047.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling