-65.3%
TEAM vs DXCM
-50.2%
-15.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -6.0% | -10.2% | -13.6% |
| 7D | -19.8% | -3.5% | -16.3% | -18.5% |
| 30D | -21.5% | -5.8% | -15.7% | -19.6% |
| 3M | +39.5% | -4.3% | +43.8% | +42.4% |
| 6M | +73.1% | +31.6% | +41.5% | +54.7% |
| YTD | -5.2% | +19.6% | -24.9% | -12.7% |
| 1Y | -1.6% | +36.9% | -38.4% | -14.5% |
| 3Y | -11.4% | -16.3% | +4.8% | -19.4% |
| All | -65.3% | -50.2% | -15.1% | -54.3% |
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