+2,024.1%
LLY vs DXCM
+411.4%
+1,612.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.9% | +1.6% |
| 7D | +1.6% | -3.7% | +5.3% | +1.9% |
| 30D | +21.5% | -5.0% | +26.4% | +21.9% |
| 3M | +16.4% | -8.8% | +25.2% | +17.3% |
| 6M | +51.5% | +31.9% | +19.6% | +47.4% |
| YTD | +33.9% | +20.4% | +13.5% | +31.2% |
| 1Y | +49.1% | +45.7% | +3.4% | +43.8% |
| 3Y | +144.6% | -15.0% | +159.6% | +141.4% |
| 5Y | +466.3% | -48.5% | +514.8% | +468.5% |
| 10Y | +2,024.1% | +411.2% | +1,612.9% | +1,826.9% |
| All | +2,024.1% | +411.4% | +1,612.7% | +1,826.9% |
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