+2,662.2%
DXCM vs LEN
+115.2%
+2,546.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.4% |
| 3M | -4.3% | +4.5% | -8.9% | -6.5% |
| 6M | +33.8% | +4.9% | +28.8% | +29.8% |
| YTD | +22.1% | -8.9% | +31.1% | +23.2% |
| 1Y | +47.4% | -23.0% | +70.4% | +56.7% |
| 3Y | -12.3% | -16.7% | +4.4% | -12.7% |
| 5Y | -49.1% | -4.5% | -44.6% | -52.3% |
| 10Y | +423.1% | +162.2% | +261.0% | +205.8% |
| All | +2,662.2% | +115.2% | +2,546.9% | +928.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling