+11.2%
DXCM vs BTDR
-18.2%
+29.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.2% | +0.8% |
| 7D | -5.8% | -3.2% | -2.6% | -5.8% |
| 30D | -5.6% | +32.7% | -38.3% | -5.9% |
| 3M | +13.0% | -28.4% | +41.4% | +14.2% |
| 6M | +24.7% | +51.7% | -27.0% | +21.3% |
| YTD | +27.3% | +2.9% | +24.5% | +24.9% |
| 1Y | +11.2% | -15.5% | +26.7% | +2.9% |
| All | +11.2% | -18.2% | +29.4% | +2.9% |
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