+2,894.9%
DXCM vs CI
+935.2%
+1,959.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | -3.2% | +1.3% | -4.5% | -3.7% |
| 30D | +6.3% | +4.4% | +1.9% | +4.5% |
| 3M | +21.1% | +0.7% | +20.4% | +20.2% |
| 6M | +20.6% | +0.3% | +20.2% | +19.3% |
| YTD | +32.4% | +3.8% | +28.6% | +29.0% |
| 1Y | +8.8% | -5.5% | +14.3% | +8.8% |
| 3Y | -13.7% | +8.1% | -21.8% | -21.8% |
| 5Y | -35.2% | +42.8% | -78.0% | -48.3% |
| 10Y | +281.8% | +143.9% | +137.9% | +118.9% |
| All | +2,894.9% | +935.2% | +1,959.7% | +701.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling