-2.5%
TEAM vs DXCM
+8.1%
-10.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -4.7% | -6.5% | +1.8% | -2.2% |
| 30D | +17.0% | -4.3% | +21.3% | +19.2% |
| 3M | +85.9% | +7.3% | +78.6% | +80.9% |
| 6M | +116.7% | +22.0% | +94.6% | +102.4% |
| YTD | +9.6% | +26.4% | -16.8% | +2.4% |
| 1Y | -2.5% | +7.0% | -9.5% | -8.7% |
| All | -2.5% | +8.1% | -10.6% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling