-11.4%
TEAM vs DXCM
-18.8%
+7.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -6.0% | -10.2% | -14.6% |
| 7D | -19.8% | -3.5% | -16.3% | -18.9% |
| 30D | -21.5% | -5.8% | -15.7% | -20.3% |
| 3M | +39.5% | -4.3% | +43.8% | +41.5% |
| 6M | +73.1% | +31.6% | +41.5% | +63.5% |
| YTD | -5.2% | +19.6% | -24.9% | -9.1% |
| 1Y | -1.6% | +36.9% | -38.4% | -8.1% |
| 3Y | -11.4% | -16.3% | +4.8% | -17.2% |
| All | -11.4% | -18.8% | +7.3% | -17.2% |
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