+802.8%
TEAM vs DXCM
+305.2%
+497.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -1.9% |
| 7D | -0.4% | -3.2% | +2.8% | +0.7% |
| 30D | +67.3% | +6.3% | +61.0% | +64.2% |
| 3M | +86.8% | +21.1% | +65.7% | +74.9% |
| 6M | +146.8% | +20.6% | +126.2% | +130.5% |
| YTD | +16.9% | +32.4% | -15.5% | +5.6% |
| 1Y | +12.8% | +8.8% | +4.0% | +7.5% |
| 3Y | -7.3% | -13.7% | +6.5% | -12.8% |
| 5Y | -50.7% | -35.2% | -15.5% | -49.8% |
| 10Y | +529.8% | +281.8% | +248.0% | +331.4% |
| All | +802.8% | +305.2% | +497.6% | +462.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling