+132.2%
LLY vs DXCM
-18.8%
+151.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | 0.0% |
| 7D | -4.5% | -3.5% | -1.0% | -4.1% |
| 30D | +13.9% | -5.8% | +19.7% | +14.7% |
| 3M | +13.8% | -4.3% | +18.1% | +14.3% |
| 6M | +37.6% | +31.6% | +6.0% | +32.2% |
| YTD | +26.6% | +19.6% | +7.0% | +22.9% |
| 1Y | +45.3% | +36.9% | +8.5% | +38.7% |
| 3Y | +132.2% | -16.3% | +148.5% | +122.0% |
| All | +132.2% | -18.8% | +151.0% | +122.0% |
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