-27.5%
DXCM vs BTDR
-44.0%
+16.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.6% | +11.0% | +2.7% |
| 7D | +4.9% | -6.9% | +11.8% | +5.1% |
| 30D | -0.2% | -31.5% | +31.4% | +0.9% |
| 3M | -8.9% | -36.1% | +27.2% | -7.9% |
| 6M | +42.3% | -57.6% | +99.9% | +44.9% |
| YTD | +25.6% | -50.0% | +75.6% | +26.0% |
| 1Y | +39.5% | -49.6% | +89.1% | +39.8% |
| 3Y | -15.3% | +48.5% | -63.8% | -21.8% |
| 5Y | -48.4% | -43.8% | -4.6% | -54.8% |
| All | -27.5% | -44.0% | +16.5% | -36.5% |
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