+5,147.8%
DXCM vs BIL
+30.4%
+5,117.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.1% |
| 3M | +21.1% | +0.9% | +20.1% | +26.9% |
| 6M | +20.6% | +1.8% | +18.7% | +32.2% |
| YTD | +32.4% | +2.4% | +30.0% | +49.8% |
| 1Y | +8.8% | +3.7% | +5.1% | +31.3% |
| 3Y | -13.7% | +14.2% | -27.9% | +64.6% |
| 5Y | -35.2% | +19.4% | -54.6% | +50.5% |
| 10Y | +281.8% | +25.2% | +256.6% | +999.3% |
| All | +5,147.8% | +30.4% | +5,117.4% | +15,343.2% |
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