+2,894.9%
DXCM vs BTI
+851.5%
+2,043.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | -3.2% | -1.4% | -1.8% | -2.7% |
| 30D | +6.3% | -6.6% | +13.0% | +9.1% |
| 3M | +21.1% | -3.0% | +24.1% | +22.0% |
| 6M | +20.6% | -6.7% | +27.3% | +22.8% |
| YTD | +32.4% | +0.6% | +31.9% | +30.2% |
| 1Y | +8.8% | +5.6% | +3.2% | +4.6% |
| 3Y | -13.7% | +110.3% | -124.1% | -40.5% |
| 5Y | -35.2% | +114.3% | -149.4% | -56.3% |
| 10Y | +281.8% | +67.7% | +214.1% | +169.6% |
| All | +2,894.9% | +851.5% | +2,043.4% | +762.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling