+1,438.9%
LIN vs DXCM
+2,810.6%
-1,371.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.7% |
| 7D | -2.1% | -3.2% | +1.1% | -1.7% |
| 30D | -2.4% | +6.3% | -8.8% | -3.2% |
| 3M | -5.6% | +21.1% | -26.7% | -8.2% |
| 6M | -3.4% | +20.6% | -24.0% | -6.2% |
| YTD | +13.1% | +32.4% | -19.3% | +8.3% |
| 1Y | +2.5% | +8.8% | -6.4% | +0.2% |
| 3Y | +27.6% | -13.7% | +41.3% | +23.6% |
| 5Y | +63.0% | -35.2% | +98.2% | +60.6% |
| 10Y | +359.3% | +281.8% | +77.5% | +240.5% |
| All | +1,438.9% | +2,810.6% | -1,371.7% | +560.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling