-38.6%
DXCM vs BTDR
+28.1%
-66.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.3% | -6.2% | -3.9% |
| 7D | -6.2% | +22.4% | -28.6% | -7.0% |
| 30D | -0.3% | +16.5% | -16.7% | -1.1% |
| 3M | +10.3% | -31.5% | +41.8% | +11.5% |
| 6M | +24.1% | +74.0% | -49.9% | +19.5% |
| YTD | +27.4% | +13.0% | +14.3% | +24.5% |
| 1Y | +8.4% | -0.2% | +8.6% | +5.3% |
| 3Y | -19.0% | +9.9% | -28.9% | -27.0% |
| 5Y | -38.6% | +28.1% | -66.7% | -47.9% |
| All | -38.6% | +28.1% | -66.7% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling