+144.6%
LLY vs DXCM
-14.6%
+159.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.9% | +1.6% |
| 7D | +1.6% | -3.7% | +5.3% | +2.1% |
| 30D | +21.5% | -5.0% | +26.4% | +22.2% |
| 3M | +16.4% | -8.8% | +25.2% | +17.7% |
| 6M | +51.5% | +31.9% | +19.6% | +45.5% |
| YTD | +33.9% | +20.4% | +13.5% | +29.9% |
| 1Y | +49.1% | +45.7% | +3.4% | +41.2% |
| 3Y | +144.6% | -15.0% | +159.6% | +130.1% |
| All | +144.6% | -14.6% | +159.2% | +130.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling