+431.5%
LIN vs DXCM
+402.7%
+28.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.4% |
| 7D | +2.1% | +4.9% | -2.8% | +1.6% |
| 30D | +6.8% | -0.2% | +6.9% | +6.7% |
| 3M | +10.4% | -8.9% | +19.3% | +11.3% |
| 6M | +3.2% | +42.3% | -39.1% | -1.4% |
| YTD | +24.6% | +25.6% | -1.0% | +20.5% |
| 1Y | +24.4% | +39.5% | -15.1% | +18.8% |
| 3Y | +36.7% | -15.3% | +52.0% | +33.2% |
| 5Y | +67.0% | -48.4% | +115.5% | +68.0% |
| All | +431.5% | +402.7% | +28.7% | +366.2% |
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 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