-49.6%
DXCM vs BTG
+30.7%
-80.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.8% |
| 7D | -3.6% | -5.9% | +2.2% | -3.0% |
| 30D | -4.3% | -5.0% | +0.7% | -3.9% |
| 3M | -10.4% | -4.5% | -5.9% | -10.3% |
| 6M | +33.1% | -7.0% | +40.1% | +33.2% |
| YTD | +22.6% | +11.4% | +11.3% | +18.4% |
| 1Y | +36.5% | +20.1% | +16.4% | +30.2% |
| 3Y | -13.5% | +81.5% | -94.9% | -25.7% |
| 5Y | -49.6% | +32.1% | -81.8% | -48.9% |
| All | -49.6% | +30.7% | -80.3% | -48.9% |
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 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