-21.8%
DXCM vs BTG
+99.9%
-121.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -0.9% |
| 7D | -6.5% | +2.4% | -8.9% | -6.7% |
| 30D | -4.3% | +9.5% | -13.8% | -5.1% |
| 3M | +7.3% | +38.5% | -31.2% | +4.1% |
| 6M | +22.0% | +5.6% | +16.4% | +21.0% |
| YTD | +26.4% | +23.9% | +2.5% | +23.1% |
| 1Y | +7.0% | +32.1% | -25.1% | +3.7% |
| All | -21.8% | +99.9% | -121.7% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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