+202.8%
TER vs DXCM
-35.5%
+238.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +6.0% |
| 7D | +0.6% | -3.2% | +3.8% | +1.4% |
| 30D | -8.3% | +6.3% | -14.6% | -9.9% |
| 3M | -12.2% | +21.1% | -33.3% | -17.6% |
| 6M | +17.1% | +20.6% | -3.5% | +9.7% |
| YTD | +84.7% | +32.4% | +52.2% | +68.5% |
| 1Y | +199.9% | +8.8% | +191.1% | +186.6% |
| 3Y | +232.8% | -13.7% | +246.5% | +209.1% |
| All | +202.8% | -35.5% | +238.4% | +187.1% |
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