+2,777.7%
DXCM vs CI
+1,010.8%
+1,766.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.3% | -4.1% |
| 7D | +5.7% | +1.0% | +4.6% | +5.3% |
| 30D | +1.3% | +9.9% | -8.6% | -2.3% |
| 3M | +2.2% | +12.1% | -9.9% | -2.4% |
| 6M | +42.0% | +10.6% | +31.4% | +35.3% |
| YTD | +27.3% | +11.4% | +15.9% | +20.5% |
| 1Y | +42.5% | +18.8% | +23.7% | +31.4% |
| 3Y | -13.3% | +2.9% | -16.2% | -19.5% |
| 5Y | -46.8% | +54.5% | -101.4% | -58.8% |
| 10Y | +445.8% | +175.7% | +270.0% | +198.2% |
| All | +2,777.7% | +1,010.8% | +1,766.9% | +648.3% |
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 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