+411.2%
DXCM vs CI
+147.8%
+263.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -4.0% | -2.1% |
| 7D | -3.7% | +2.6% | -6.3% | -4.3% |
| 30D | -5.0% | +7.3% | -12.3% | -6.8% |
| 3M | -8.8% | +9.5% | -18.3% | -11.1% |
| 6M | +31.9% | +6.4% | +25.4% | +28.9% |
| YTD | +20.4% | +12.0% | +8.4% | +15.8% |
| 1Y | +45.7% | +20.1% | +25.7% | +37.4% |
| 3Y | -15.0% | +9.6% | -24.6% | -20.7% |
| 5Y | -48.5% | +52.7% | -101.2% | -57.3% |
| 10Y | +411.2% | +150.3% | +261.0% | +228.5% |
| All | +411.2% | +147.8% | +263.4% | +228.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling