+8.4%
DXCM vs BTI
+3.8%
+4.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.5% | -3.8% |
| 7D | -6.2% | -1.4% | -4.8% | -6.1% |
| 30D | -0.3% | -7.0% | +6.8% | +0.3% |
| 3M | +10.3% | -6.3% | +16.6% | +10.8% |
| 6M | +24.1% | -2.0% | +26.1% | +23.1% |
| YTD | +27.4% | +0.2% | +27.2% | +26.6% |
| 1Y | +8.4% | +3.8% | +4.6% | +5.0% |
| All | +8.4% | +3.8% | +4.6% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling