+260.9%
DXCM vs BTI
+68.1%
+192.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -6.5% | -2.4% | -4.1% | -6.0% |
| 30D | -4.3% | -4.8% | +0.5% | -3.4% |
| 3M | +7.3% | -8.1% | +15.4% | +8.9% |
| 6M | +22.0% | -4.2% | +26.2% | +22.5% |
| YTD | +26.4% | -1.3% | +27.7% | +25.9% |
| 1Y | +7.0% | +2.1% | +4.9% | +5.7% |
| 3Y | -19.6% | +108.9% | -128.5% | -33.4% |
| 5Y | -39.3% | +114.5% | -153.8% | -50.0% |
| 10Y | +260.9% | +72.2% | +188.7% | +179.5% |
| All | +260.9% | +68.1% | +192.8% | +179.5% |
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