-36.3%
DXCM vs BIL
+19.4%
-55.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -1.9% |
| 7D | -3.2% | +0.1% | -3.3% | -2.8% |
| 30D | +6.3% | +0.3% | +6.0% | +7.9% |
| 3M | +21.1% | +0.9% | +20.1% | +27.0% |
| 6M | +20.6% | +1.8% | +18.7% | +34.3% |
| YTD | +32.4% | +2.4% | +30.0% | +53.9% |
| 1Y | +8.8% | +3.7% | +5.1% | +36.9% |
| 3Y | -13.7% | +14.2% | -27.9% | +29.1% |
| All | -36.3% | +19.4% | -55.7% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling