+39.8%
BKNG vs DXCM
-19.0%
+58.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.4% |
| 7D | -10.7% | -5.8% | -4.9% | -10.0% |
| 30D | -18.1% | -5.6% | -12.5% | -17.5% |
| 3M | +8.5% | +13.0% | -4.5% | +6.6% |
| 6M | -0.1% | +24.7% | -24.7% | -3.2% |
| YTD | -18.2% | +27.3% | -45.6% | -21.0% |
| 1Y | -19.9% | +11.2% | -31.1% | -21.8% |
| All | +39.8% | -19.0% | +58.9% | +40.1% |
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 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