-38.6%
DXCM vs LEN
-12.1%
-26.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | 0.0% | -2.5% |
| 7D | -6.2% | -2.9% | -3.3% | -5.2% |
| 30D | -0.3% | -8.9% | +8.6% | +3.0% |
| 3M | +10.3% | -10.9% | +21.2% | +14.3% |
| 6M | +24.1% | -19.7% | +43.8% | +33.0% |
| YTD | +27.4% | -20.6% | +47.9% | +35.7% |
| 1Y | +8.4% | -42.4% | +50.8% | +30.4% |
| 3Y | -19.0% | -26.5% | +7.6% | -20.2% |
| 5Y | -38.6% | -10.9% | -27.6% | -48.0% |
| All | -38.6% | -12.1% | -26.5% | -48.0% |
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