+238.5%
TER vs DXCM
-13.8%
+252.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +5.8% |
| 7D | +0.6% | -3.2% | +3.8% | +1.1% |
| 30D | -8.3% | +6.3% | -14.6% | -9.2% |
| 3M | -12.2% | +21.1% | -33.3% | -15.4% |
| 6M | +17.1% | +20.6% | -3.5% | +12.6% |
| YTD | +84.7% | +32.4% | +52.2% | +74.8% |
| 1Y | +199.9% | +8.8% | +191.1% | +191.8% |
| All | +238.5% | -13.8% | +252.3% | +230.5% |
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