+4,671.3%
DXCM vs BIL
+30.8%
+4,640.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -3.7% | +0.1% | -3.8% | -3.3% |
| 30D | -5.0% | 0.0% | -5.0% | -5.1% |
| 3M | -8.8% | +0.6% | -9.4% | -6.0% |
| 6M | +31.9% | +1.5% | +30.3% | +42.3% |
| YTD | +20.4% | +2.8% | +17.6% | +38.5% |
| 1Y | +45.7% | +3.3% | +42.4% | +72.2% |
| 3Y | -15.0% | +13.4% | -28.4% | +57.3% |
| 5Y | -48.5% | +19.8% | -68.3% | +21.8% |
| 10Y | +411.2% | +25.7% | +385.6% | +1,397.3% |
| All | +4,671.3% | +30.8% | +4,640.5% | +14,172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling