-42.9%
TER vs DXCM
+33.0%
-75.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.0% | +8.6% | +0.4% |
| 7D | -20.5% | -3.5% | -17.0% | -20.9% |
| 30D | -47.0% | -5.8% | -41.2% | -47.6% |
| 3M | -43.3% | -4.3% | -38.9% | -43.2% |
| 6M | -42.9% | +31.6% | -74.5% | -32.6% |
| All | -42.9% | +33.0% | -75.9% | -32.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling