+404.2%
DXCM vs CI
+166.5%
+237.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.6% | -3.4% | -5.3% |
| 7D | -3.5% | -1.6% | -1.9% | -3.0% |
| 30D | -5.8% | +5.4% | -11.2% | -7.1% |
| 3M | -4.3% | +7.3% | -11.6% | -6.2% |
| 6M | +31.6% | +5.3% | +26.3% | +28.9% |
| YTD | +19.6% | +8.5% | +11.2% | +16.1% |
| 1Y | +36.9% | +17.1% | +19.8% | +29.9% |
| 3Y | -16.3% | +1.4% | -17.7% | -20.0% |
| 5Y | -50.0% | +50.5% | -100.5% | -58.3% |
| All | +404.2% | +166.5% | +237.7% | +242.4% |
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