+393.1%
DXCM vs CI
+149.2%
+243.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -9.2% | -1.3% | -7.9% | -8.8% |
| 30D | -6.5% | +6.4% | -12.9% | -8.0% |
| 3M | -10.3% | +10.7% | -20.9% | -12.7% |
| 6M | +35.4% | +5.5% | +30.0% | +32.7% |
| YTD | +21.1% | +11.4% | +9.7% | +16.6% |
| 1Y | +38.2% | +15.0% | +23.2% | +31.8% |
| 3Y | -14.6% | +9.0% | -23.5% | -20.2% |
| 5Y | -49.6% | +52.0% | -101.5% | -58.1% |
| 10Y | +393.1% | +150.9% | +242.2% | +210.8% |
| All | +393.1% | +149.2% | +243.9% | +210.8% |
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