+2,605.6%
DXCM vs CI
+981.7%
+1,623.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.6% | -3.4% | -5.0% |
| 7D | -3.5% | -1.6% | -1.9% | -2.8% |
| 30D | -5.8% | +5.4% | -11.2% | -7.7% |
| 3M | -4.3% | +7.3% | -11.6% | -7.1% |
| 6M | +31.6% | +5.3% | +26.3% | +27.8% |
| YTD | +19.6% | +8.5% | +11.2% | +14.5% |
| 1Y | +36.9% | +17.1% | +19.8% | +27.0% |
| 3Y | -16.3% | +1.4% | -17.7% | -21.8% |
| 5Y | -50.0% | +50.5% | -100.5% | -60.9% |
| 10Y | +413.2% | +168.5% | +244.6% | +183.3% |
| All | +2,605.6% | +981.7% | +1,623.9% | +610.9% |
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