+38.2%
DXCM vs CI
+18.5%
+19.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -9.2% | -1.3% | -7.9% | -9.0% |
| 30D | -6.5% | +6.4% | -12.9% | -7.1% |
| 3M | -10.3% | +10.7% | -20.9% | -11.1% |
| 6M | +35.4% | +5.5% | +30.0% | +33.9% |
| YTD | +21.1% | +11.4% | +9.7% | +18.9% |
| 1Y | +38.2% | +15.0% | +23.2% | +34.6% |
| All | +38.2% | +18.5% | +19.8% | +34.6% |
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 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