+4,615.8%
DXCM vs BTG
+378.0%
+4,237.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -1.0% | -3.6% |
| 7D | -6.2% | +4.8% | -11.0% | -6.5% |
| 30D | -0.3% | +8.3% | -8.6% | -0.9% |
| 3M | +10.3% | +32.3% | -22.0% | +7.7% |
| 6M | +24.1% | +3.0% | +21.2% | +23.0% |
| YTD | +27.4% | +21.9% | +5.4% | +24.4% |
| 1Y | +8.4% | +28.2% | -19.8% | +5.2% |
| 3Y | -19.0% | +99.9% | -118.9% | -24.8% |
| 5Y | -38.6% | +73.6% | -112.1% | -42.8% |
| 10Y | +252.9% | +136.5% | +116.4% | +213.1% |
| All | +4,615.8% | +378.0% | +4,237.8% | +3,662.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling