-15.1%
F vs DXCM
-48.9%
+33.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | +0.3% |
| 7D | -0.6% | -4.4% | +3.7% | +0.1% |
| 30D | +2.9% | -3.6% | +6.5% | +3.4% |
| 3M | -9.5% | -4.3% | -5.1% | -9.0% |
| 6M | +4.0% | +33.8% | -29.7% | -1.8% |
| YTD | -1.3% | +22.1% | -23.4% | -5.5% |
| 1Y | -1.9% | +47.4% | -49.3% | -9.2% |
| 3Y | +53.5% | -12.3% | +65.7% | +45.1% |
| 5Y | -15.1% | -49.1% | +34.0% | -15.2% |
| All | -15.1% | -48.9% | +33.7% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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