+28.1%
BA vs DXCM
+421.6%
-393.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.0% |
| 7D | -1.7% | -4.4% | +2.6% | -0.9% |
| 30D | -9.5% | -3.6% | -5.8% | -9.0% |
| 3M | -26.5% | -4.3% | -22.1% | -26.1% |
| 6M | -27.4% | +33.8% | -61.1% | -32.1% |
| YTD | -20.6% | +22.1% | -42.8% | -24.6% |
| 1Y | -11.4% | +47.4% | -58.8% | -19.1% |
| 3Y | -10.8% | -12.3% | +1.4% | -15.2% |
| 5Y | -21.9% | -49.1% | +27.2% | -20.4% |
| 10Y | +28.1% | +423.1% | -395.0% | -1.3% |
| All | +28.1% | +421.6% | -393.5% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling