+2,077.5%
LLY vs DXCM
+402.7%
+1,674.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | +0.9% |
| 7D | +6.6% | +4.9% | +1.7% | +6.2% |
| 30D | +19.4% | -0.2% | +19.6% | +19.4% |
| 3M | +19.6% | -8.9% | +28.5% | +20.5% |
| 6M | +42.6% | +42.3% | +0.3% | +37.8% |
| YTD | +35.0% | +25.6% | +9.4% | +31.7% |
| 1Y | +42.0% | +39.5% | +2.5% | +37.3% |
| 3Y | +140.5% | -15.3% | +155.8% | +137.2% |
| 5Y | +479.9% | -48.4% | +528.3% | +481.7% |
| All | +2,077.5% | +402.7% | +1,674.7% | +1,847.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling