-20.2%
BKNG vs DXCM
+10.8%
-31.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.4% |
| 7D | -10.7% | -5.8% | -4.9% | -9.8% |
| 30D | -18.1% | -5.6% | -12.5% | -17.3% |
| 3M | +8.5% | +13.0% | -4.5% | +5.6% |
| 6M | -0.1% | +24.7% | -24.7% | -4.8% |
| YTD | -18.2% | +27.3% | -45.6% | -22.2% |
| All | -20.2% | +10.8% | -31.0% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling