-39.3%
DXCM vs BTG
+75.0%
-114.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -1.0% |
| 7D | -6.5% | +2.4% | -8.9% | -6.7% |
| 30D | -4.3% | +9.5% | -13.8% | -5.4% |
| 3M | +7.3% | +38.5% | -31.2% | +2.7% |
| 6M | +22.0% | +5.6% | +16.4% | +20.2% |
| YTD | +26.4% | +23.9% | +2.5% | +21.3% |
| 1Y | +7.0% | +32.1% | -25.1% | +1.5% |
| 3Y | -19.6% | +103.2% | -122.8% | -30.6% |
| 5Y | -39.3% | +79.7% | -119.0% | -45.7% |
| All | -39.3% | +75.0% | -114.3% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling