+467.0%
TEAM vs DXCM
+421.6%
+45.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.1% |
| 7D | -17.2% | -4.4% | -12.8% | -15.8% |
| 30D | -25.1% | -3.6% | -21.5% | -24.2% |
| 3M | +3.9% | -4.3% | +8.3% | +5.5% |
| 6M | +69.1% | +33.8% | +35.3% | +53.4% |
| YTD | -4.5% | +22.1% | -26.6% | -11.2% |
| 1Y | -1.9% | +47.4% | -49.3% | -14.5% |
| 3Y | -9.3% | -12.3% | +2.9% | -14.7% |
| 5Y | -65.2% | -49.1% | -16.1% | -62.1% |
| 10Y | +467.0% | +423.1% | +43.9% | +313.3% |
| All | +467.0% | +421.6% | +45.4% | +313.3% |
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 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