+2,605.6%
DXCM vs BTI
+963.5%
+1,642.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.5% | -2.5% | -4.6% |
| 7D | -3.5% | -1.0% | -2.5% | -3.0% |
| 30D | -5.8% | +13.0% | -18.8% | -10.3% |
| 3M | -4.3% | +5.3% | -9.7% | -6.6% |
| 6M | +31.6% | +5.3% | +26.3% | +27.7% |
| YTD | +19.6% | +12.4% | +7.3% | +12.4% |
| 1Y | +36.9% | +18.9% | +17.9% | +25.4% |
| 3Y | -16.3% | +144.0% | -160.3% | -45.6% |
| 5Y | -50.0% | +156.3% | -206.3% | -68.7% |
| 10Y | +413.2% | +115.3% | +297.9% | +219.0% |
| All | +2,605.6% | +963.5% | +1,642.2% | +644.7% |
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 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