-27.0%
DXCM vs BTDR
+23.3%
-50.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.7% |
| 7D | -6.5% | +14.8% | -21.3% | -7.0% |
| 30D | -4.3% | +41.8% | -46.1% | -5.7% |
| 3M | +7.3% | -29.2% | +36.5% | +8.2% |
| 6M | +22.0% | +66.2% | -44.1% | +17.7% |
| YTD | +26.4% | +10.0% | +16.4% | +23.7% |
| 1Y | +7.0% | -11.0% | +18.0% | +4.5% |
| 3Y | -19.6% | +6.9% | -26.6% | -27.4% |
| 5Y | -39.3% | +24.7% | -64.0% | -48.3% |
| All | -27.0% | +23.3% | -50.3% | -37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling