-15.3%
DXCM vs CI
+7.2%
-22.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.4% |
| 7D | +4.9% | +1.2% | +3.8% | +4.8% |
| 30D | -0.2% | +2.6% | -2.7% | -0.4% |
| 3M | -8.9% | +7.4% | -16.3% | -9.5% |
| 6M | +42.3% | -0.1% | +42.4% | +42.1% |
| YTD | +25.6% | +9.7% | +15.8% | +24.0% |
| 1Y | +39.5% | +12.1% | +27.4% | +37.5% |
| 3Y | -15.3% | +7.0% | -22.3% | -15.3% |
| All | -15.3% | +7.2% | -22.4% | -15.3% |
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