-49.1%
DXCM vs LEN
-2.5%
-46.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +1.0% |
| 7D | -4.4% | +0.6% | -5.0% | -4.5% |
| 30D | -3.6% | +19.4% | -23.0% | -9.5% |
| 3M | -4.3% | +4.5% | -8.9% | -6.4% |
| 6M | +33.8% | +4.9% | +28.8% | +29.9% |
| YTD | +22.1% | -8.9% | +31.1% | +23.4% |
| 1Y | +47.4% | -23.0% | +70.4% | +58.2% |
| 3Y | -12.3% | -16.7% | +4.4% | -17.7% |
| 5Y | -49.1% | -4.5% | -44.6% | -59.2% |
| All | -49.1% | -2.5% | -46.6% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling