-12.3%
DXCM vs LEN
-17.6%
+5.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +1.5% |
| 7D | -4.4% | +0.6% | -5.0% | -4.5% |
| 30D | -3.6% | +19.4% | -23.0% | -6.6% |
| 3M | -4.3% | +4.5% | -8.9% | -5.3% |
| 6M | +33.8% | +4.9% | +28.8% | +32.0% |
| YTD | +22.1% | -8.9% | +31.1% | +22.6% |
| 1Y | +47.4% | -23.0% | +70.4% | +52.4% |
| 3Y | -12.3% | -16.7% | +4.4% | -14.6% |
| All | -12.3% | -17.6% | +5.4% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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