+53.4%
T vs DXCM
-50.2%
+103.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.1% | -0.6% |
| 7D | +1.0% | -3.5% | +4.5% | +1.2% |
| 30D | -10.6% | -5.8% | -4.8% | -10.4% |
| 3M | -7.7% | -4.3% | -3.4% | -7.6% |
| 6M | -13.3% | +31.6% | -44.9% | -14.2% |
| YTD | -8.8% | +19.6% | -28.4% | -9.5% |
| 1Y | -8.4% | +36.9% | -45.3% | -9.7% |
| 3Y | +59.6% | -16.3% | +75.9% | +57.9% |
| All | +53.4% | -50.2% | +103.6% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling