+2,894.9%
DXCM vs LEN
+95.2%
+2,799.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -3.2% | -3.2% | 0.0% | -2.2% |
| 30D | +6.3% | -4.9% | +11.2% | +8.0% |
| 3M | +21.1% | -8.5% | +29.6% | +24.1% |
| 6M | +20.6% | -20.7% | +41.2% | +29.3% |
| YTD | +32.4% | -17.4% | +49.9% | +39.0% |
| 1Y | +8.8% | -38.2% | +47.1% | +25.4% |
| 3Y | -13.7% | -24.9% | +11.1% | -10.6% |
| 5Y | -35.2% | -11.4% | -23.7% | -37.4% |
| 10Y | +281.8% | +110.0% | +171.8% | +143.1% |
| All | +2,894.9% | +95.2% | +2,799.7% | +1,061.0% |
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 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