+2,049.9%
LLY vs DXCM
+412.4%
+1,637.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +1.4% | -9.2% | +10.5% | +2.2% |
| 30D | +21.5% | -6.5% | +28.0% | +22.2% |
| 3M | +18.5% | -10.3% | +28.7% | +19.5% |
| 6M | +49.1% | +35.4% | +13.7% | +44.8% |
| YTD | +34.4% | +21.1% | +13.3% | +31.6% |
| 1Y | +46.3% | +38.2% | +8.1% | +41.7% |
| 3Y | +145.5% | -14.6% | +160.0% | +142.1% |
| 5Y | +472.7% | -49.6% | +522.3% | +475.7% |
| 10Y | +2,049.9% | +393.1% | +1,656.9% | +1,841.1% |
| All | +2,049.9% | +412.4% | +1,637.5% | +1,841.1% |
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 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