+68.0%
LIN vs DXCM
-46.6%
+114.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.9% | -0.2% |
| 7D | +3.6% | +5.7% | -2.1% | +3.0% |
| 30D | +6.4% | +1.3% | +5.1% | +6.2% |
| 3M | +6.5% | +2.2% | +4.3% | +6.1% |
| 6M | +4.9% | +42.0% | -37.1% | +0.2% |
| YTD | +23.4% | +27.3% | -3.8% | +19.2% |
| 1Y | +26.3% | +42.5% | -16.2% | +20.2% |
| 3Y | +38.0% | -13.3% | +51.3% | +32.5% |
| 5Y | +68.0% | -46.8% | +114.8% | +68.1% |
| All | +68.0% | -46.6% | +114.6% | +68.1% |
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 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