-0.9%
BA vs DXCM
-35.5%
+34.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.2% |
| 7D | +1.2% | -3.2% | +4.4% | +1.8% |
| 30D | -11.6% | +6.3% | -18.0% | -12.8% |
| 3M | -2.4% | +21.1% | -23.5% | -6.5% |
| 6M | -6.6% | +20.6% | -27.2% | -10.8% |
| YTD | -2.2% | +32.4% | -34.7% | -8.5% |
| 1Y | -8.0% | +8.8% | -16.9% | -10.9% |
| 3Y | -5.0% | -13.7% | +8.7% | -10.8% |
| All | -0.9% | -35.5% | +34.6% | -7.2% |
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