+47.8%
DXCM vs CI
+15.8%
+32.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.0% |
| 7D | -4.4% | +0.1% | -4.5% | -4.3% |
| 30D | -3.6% | +4.7% | -8.3% | -4.1% |
| 3M | -4.3% | +5.2% | -9.6% | -4.9% |
| 6M | +33.8% | +3.8% | +30.0% | +32.2% |
| YTD | +22.1% | +9.2% | +12.9% | +19.2% |
| All | +47.8% | +15.8% | +32.1% | +38.9% |
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