-17.2%
DXCM vs BTG
+83.9%
-101.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.6% |
| 7D | -3.6% | -5.9% | +2.2% | -3.2% |
| 30D | -4.3% | -5.0% | +0.7% | -4.1% |
| 3M | -10.4% | -4.5% | -5.9% | -10.3% |
| 6M | +33.1% | -7.0% | +40.1% | +33.5% |
| YTD | +22.6% | +11.4% | +11.3% | +20.3% |
| 1Y | +36.5% | +20.1% | +16.4% | +32.9% |
| All | -17.2% | +83.9% | -101.2% | -23.7% |
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