+4,382.6%
DXCM vs BTG
+355.9%
+4,026.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +0.7% |
| 7D | -9.2% | +1.4% | -10.6% | -9.3% |
| 30D | -6.5% | -1.1% | -5.3% | -6.5% |
| 3M | -10.3% | +2.5% | -12.8% | -10.6% |
| 6M | +35.4% | -3.1% | +38.5% | +34.9% |
| YTD | +21.1% | +16.3% | +4.8% | +18.4% |
| 1Y | +38.2% | +27.6% | +10.6% | +34.3% |
| 3Y | -14.6% | +89.5% | -104.1% | -20.5% |
| 5Y | -49.6% | +33.6% | -83.2% | -52.3% |
| 10Y | +393.1% | +178.2% | +214.9% | +333.3% |
| All | +4,382.6% | +355.9% | +4,026.6% | +3,482.8% |
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