+423.1%
DXCM vs CI
+158.0%
+265.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | -4.4% | +0.1% | -4.5% | -4.3% |
| 30D | -3.6% | +4.7% | -8.3% | -4.8% |
| 3M | -4.3% | +5.2% | -9.6% | -5.7% |
| 6M | +33.8% | +3.8% | +30.0% | +31.6% |
| YTD | +22.1% | +9.2% | +12.9% | +18.3% |
| 1Y | +47.4% | +14.3% | +33.1% | +40.9% |
| 3Y | -12.3% | +8.4% | -20.7% | -18.0% |
| 5Y | -49.1% | +50.0% | -99.1% | -57.6% |
| 10Y | +423.1% | +142.2% | +280.9% | +240.6% |
| All | +423.1% | +158.0% | +265.1% | +240.6% |
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