-10.6%
BA vs DXCM
+44.8%
-55.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.6% | -4.5% | +1.4% |
| 7D | +5.9% | +12.5% | -6.6% | +4.5% |
| 30D | -8.2% | +1.8% | -10.0% | -8.5% |
| 3M | -25.4% | +1.8% | -27.1% | -25.7% |
| 6M | -20.0% | +47.4% | -67.4% | -24.3% |
| YTD | -18.5% | +33.3% | -51.8% | -22.0% |
| 1Y | -10.6% | +44.6% | -55.3% | -16.3% |
| All | -10.6% | +44.8% | -55.5% | -16.3% |
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