+30.0%
LIN vs DXCM
-13.8%
+43.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.9% |
| 7D | -2.1% | -3.2% | +1.1% | -2.0% |
| 30D | -2.4% | +6.3% | -8.8% | -2.6% |
| 3M | -5.6% | +21.1% | -26.7% | -6.2% |
| 6M | -3.4% | +20.6% | -24.0% | -4.1% |
| YTD | +13.1% | +32.4% | -19.3% | +11.8% |
| 1Y | +2.5% | +8.8% | -6.4% | +1.9% |
| All | +30.0% | -13.8% | +43.8% | +28.1% |
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