+452.0%
TEAM vs DXCM
+391.0%
+60.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | -16.9% | -3.6% | -13.3% | -15.6% |
| 30D | -26.8% | -4.3% | -22.5% | -25.7% |
| 3M | -1.9% | -10.4% | +8.5% | +1.8% |
| 6M | +79.2% | +33.1% | +46.0% | +62.8% |
| YTD | -6.1% | +22.6% | -28.7% | -12.8% |
| 1Y | -2.1% | +36.5% | -38.6% | -12.4% |
| 3Y | -13.6% | -13.5% | -0.2% | -18.3% |
| 5Y | -65.8% | -49.6% | -16.1% | -62.7% |
| All | +452.0% | +391.0% | +60.9% | +306.8% |
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