+87.4%
BAC vs DXCM
-18.8%
+106.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | 0.0% |
| 7D | -1.2% | -3.5% | +2.3% | -0.8% |
| 30D | -7.7% | -5.8% | -1.9% | -7.1% |
| 3M | -21.2% | -4.3% | -16.8% | -20.9% |
| 6M | -6.8% | +31.6% | -38.4% | -10.6% |
| YTD | -8.7% | +19.6% | -28.4% | -11.4% |
| 1Y | -5.3% | +36.9% | -42.2% | -9.6% |
| 3Y | +87.4% | -16.3% | +103.7% | +69.2% |
| All | +87.4% | -18.8% | +106.2% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling