+31.8%
BA vs DXCM
+410.2%
-378.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +1.7% |
| 7D | +1.1% | -3.5% | +4.6% | +1.7% |
| 30D | -7.9% | -5.8% | -2.1% | -7.0% |
| 3M | -25.3% | -4.3% | -21.0% | -24.9% |
| 6M | -24.6% | +31.6% | -56.1% | -29.3% |
| YTD | -20.1% | +19.6% | -39.8% | -23.9% |
| 1Y | -11.8% | +36.9% | -48.6% | -18.2% |
| 3Y | -10.1% | -16.3% | +6.1% | -13.7% |
| 5Y | -22.7% | -50.0% | +27.3% | -20.9% |
| All | +31.8% | +410.2% | -378.4% | +2.0% |
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