+412.1%
LIN vs DXCM
+411.4%
+0.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | +2.0% | -3.7% | +5.7% | +2.4% |
| 30D | +7.9% | -5.0% | +12.8% | +8.4% |
| 3M | +6.3% | -8.8% | +15.1% | +7.2% |
| 6M | +6.5% | +31.9% | -25.4% | +2.7% |
| YTD | +23.6% | +20.4% | +3.2% | +20.1% |
| 1Y | +25.7% | +45.7% | -20.0% | +19.5% |
| 3Y | +35.6% | -15.0% | +50.6% | +31.9% |
| 5Y | +65.9% | -48.5% | +114.3% | +66.7% |
| 10Y | +412.1% | +411.2% | +0.8% | +356.7% |
| All | +412.1% | +411.4% | +0.7% | +356.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling