+199.8%
TER vs DXCM
+11.0%
+188.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.0% | +7.5% | +5.6% |
| 7D | +0.6% | -3.2% | +3.8% | +0.8% |
| 30D | -8.3% | +6.3% | -14.6% | -8.9% |
| 3M | -12.2% | +21.1% | -33.3% | -14.0% |
| 6M | +17.0% | +20.6% | -3.5% | +13.1% |
| YTD | +84.6% | +32.4% | +52.2% | +76.2% |
| 1Y | +199.8% | +8.8% | +191.0% | +200.9% |
| All | +199.8% | +11.0% | +188.8% | +200.9% |
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