+36.9%
DXCM vs CI
+15.7%
+21.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.6% | -3.4% | -5.6% |
| 7D | -3.5% | -1.6% | -1.9% | -3.2% |
| 30D | -5.8% | +5.4% | -11.2% | -6.2% |
| 3M | -4.3% | +7.3% | -11.6% | -4.9% |
| 6M | +31.6% | +5.3% | +26.3% | +29.6% |
| YTD | +19.6% | +8.5% | +11.2% | +17.7% |
| 1Y | +36.9% | +17.1% | +19.8% | +32.7% |
| All | +36.9% | +15.7% | +21.2% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling