-15.0%
DXCM vs BTDR
+80.1%
-95.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.3% |
| 7D | -3.7% | -7.4% | +3.7% | -3.5% |
| 30D | -5.0% | -33.4% | +28.5% | -3.7% |
| 3M | -8.8% | -26.3% | +17.5% | -8.2% |
| 6M | +31.9% | -52.4% | +84.3% | +34.1% |
| YTD | +20.4% | -42.8% | +63.2% | +20.2% |
| 1Y | +45.7% | -63.7% | +109.4% | +48.2% |
| 3Y | -15.0% | +61.5% | -76.5% | -21.8% |
| All | -15.0% | +80.1% | -95.1% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling