+404.2%
DXCM vs BIL
+25.2%
+379.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -5.8% |
| 7D | -3.5% | -0.3% | -3.2% | -5.0% |
| 30D | -5.8% | 0.0% | -5.8% | -5.8% |
| 3M | -4.3% | +0.3% | -4.7% | -2.4% |
| 6M | +31.6% | +1.2% | +30.3% | +43.2% |
| YTD | +19.6% | +2.5% | +17.2% | +42.8% |
| 1Y | +36.9% | +3.0% | +33.8% | +70.9% |
| 3Y | -16.3% | +13.2% | -29.4% | +68.3% |
| 5Y | -50.0% | +19.4% | -69.5% | +5.3% |
| All | +404.2% | +25.2% | +379.0% | +940.0% |
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