+384.5%
DXCM vs BTI
+131.8%
+252.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.1% |
| 7D | +4.9% | +1.6% | +3.3% | +4.6% |
| 30D | -0.2% | +9.2% | -9.4% | -1.8% |
| 3M | -8.9% | +9.6% | -18.5% | -10.5% |
| 6M | +42.3% | -2.4% | +44.7% | +42.6% |
| YTD | +25.6% | +14.2% | +11.3% | +21.5% |
| 1Y | +39.5% | +20.3% | +19.2% | +33.6% |
| 3Y | -15.3% | +147.4% | -162.7% | -32.0% |
| 5Y | -48.4% | +155.4% | -203.9% | -58.9% |
| All | +384.5% | +131.8% | +252.7% | +250.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling