+8.8%
DXCM vs BTDR
-4.8%
+13.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -6.0% | -2.1% |
| 7D | -3.2% | +20.0% | -23.2% | -3.4% |
| 30D | +6.3% | +11.9% | -5.6% | +6.2% |
| 3M | +21.1% | -36.9% | +58.0% | +23.2% |
| 6M | +20.6% | +56.5% | -35.9% | +17.4% |
| YTD | +32.4% | +10.4% | +22.0% | +29.8% |
| 1Y | +8.8% | +3.1% | +5.8% | -4.0% |
| All | +8.8% | -4.8% | +13.6% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling