+393.1%
DXCM vs BTI
+124.3%
+268.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -9.2% | -3.0% | -6.1% | -8.6% |
| 30D | -6.5% | +9.8% | -16.2% | -8.1% |
| 3M | -10.3% | +9.2% | -19.4% | -11.8% |
| 6M | +35.4% | +4.0% | +31.4% | +33.9% |
| YTD | +21.1% | +12.7% | +8.4% | +17.6% |
| 1Y | +38.2% | +15.9% | +22.3% | +33.4% |
| 3Y | -14.6% | +148.9% | -163.5% | -31.5% |
| 5Y | -49.6% | +152.8% | -202.3% | -59.6% |
| 10Y | +393.1% | +124.2% | +268.9% | +296.7% |
| All | +393.1% | +124.3% | +268.8% | +296.7% |
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