-23.1%
BA vs DXCM
-46.6%
+23.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -1.6% |
| 7D | -0.1% | +5.7% | -5.8% | -1.2% |
| 30D | -9.1% | +1.3% | -10.4% | -9.5% |
| 3M | -28.2% | +2.2% | -30.4% | -28.7% |
| 6M | -23.1% | +42.0% | -65.1% | -29.1% |
| YTD | -20.6% | +27.3% | -47.8% | -25.3% |
| 1Y | -12.7% | +42.5% | -55.2% | -19.9% |
| 3Y | -11.6% | -13.3% | +1.8% | -17.1% |
| 5Y | -23.1% | -46.8% | +23.7% | -21.4% |
| All | -23.1% | -46.6% | +23.5% | -21.4% |
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