+37.8%
LIN vs DXCM
-13.6%
+51.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.9% | -0.5% |
| 7D | +3.6% | +5.7% | -2.1% | +3.4% |
| 30D | +6.4% | +1.3% | +5.1% | +6.3% |
| 3M | +6.5% | +2.2% | +4.3% | +6.4% |
| 6M | +4.9% | +42.0% | -37.1% | +3.2% |
| YTD | +23.4% | +27.3% | -3.8% | +22.0% |
| 1Y | +26.3% | +42.5% | -16.2% | +24.2% |
| All | +37.8% | -13.6% | +51.4% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling