+55.7%
LLY vs DXCM
+11.0%
+44.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.7% |
| 7D | -2.1% | -3.2% | +1.1% | -1.8% |
| 30D | -1.6% | +6.3% | -8.0% | -2.2% |
| 3M | +2.3% | +21.1% | -18.8% | -0.3% |
| 6M | +14.9% | +20.6% | -5.7% | +10.6% |
| YTD | +7.5% | +32.4% | -25.0% | +3.1% |
| 1Y | +55.7% | +8.8% | +46.8% | +49.8% |
| All | +55.7% | +11.0% | +44.7% | +49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling