-36.3%
DXCM vs BTI
+115.0%
-151.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | -3.2% | -1.4% | -1.8% | -3.0% |
| 30D | +6.3% | -6.6% | +13.0% | +7.3% |
| 3M | +21.1% | -3.0% | +24.1% | +21.5% |
| 6M | +20.6% | -6.7% | +27.3% | +21.2% |
| YTD | +32.4% | +0.6% | +31.9% | +31.5% |
| 1Y | +8.8% | +5.6% | +3.2% | +7.1% |
| 3Y | -13.7% | +110.3% | -124.1% | -28.2% |
| All | -36.3% | +115.0% | -151.3% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling