-15.0%
DXCM vs CI
+11.1%
-26.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -4.0% | -1.7% |
| 7D | -3.7% | +2.6% | -6.3% | -3.9% |
| 30D | -5.0% | +7.3% | -12.3% | -5.6% |
| 3M | -8.8% | +9.5% | -18.3% | -9.6% |
| 6M | +31.9% | +6.4% | +25.4% | +30.7% |
| YTD | +20.4% | +12.0% | +8.4% | +18.7% |
| 1Y | +45.7% | +20.1% | +25.7% | +42.7% |
| 3Y | -15.0% | +9.6% | -24.6% | -15.2% |
| All | -15.0% | +11.1% | -26.1% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling