+96.6%
BAC vs DXCM
-17.0%
+113.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | -1.9% | -9.2% | +7.3% | -0.7% |
| 30D | -7.2% | -6.5% | -0.7% | -6.5% |
| 3M | -20.4% | -10.3% | -10.2% | -19.5% |
| 6M | +1.3% | +35.4% | -34.2% | -3.1% |
| YTD | -6.4% | +21.1% | -27.5% | -9.3% |
| 1Y | -3.5% | +38.2% | -41.7% | -8.0% |
| All | +96.6% | -17.0% | +113.6% | +79.8% |
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