+47.4%
TER vs DXCM
+40.8%
+6.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.8% | -5.5% |
| 7D | +14.4% | +4.9% | +9.4% | +14.0% |
| 30D | -30.6% | -0.2% | -30.4% | -30.4% |
| 3M | -39.2% | -8.9% | -30.3% | -38.4% |
| 6M | -31.3% | +42.3% | -73.5% | -42.0% |
| YTD | +29.1% | +25.6% | +3.5% | +17.9% |
| 1Y | +47.4% | +39.5% | +7.9% | +21.6% |
| All | +47.4% | +40.8% | +6.7% | +21.6% |
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 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