-34.1%
DXCM vs BTSG
+505.2%
-539.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -9.2% | +4.0% | -13.2% | -9.8% |
| 30D | -6.5% | +15.3% | -21.7% | -8.7% |
| 3M | -10.3% | +25.4% | -35.7% | -13.8% |
| 6M | +35.4% | +31.9% | +3.6% | +24.9% |
| YTD | +21.1% | +93.9% | -72.8% | +1.2% |
| 1Y | +38.2% | +114.2% | -75.9% | +12.8% |
| All | -34.1% | +505.2% | -539.3% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling