+18,276.2%
BKNG vs DXCM
+2,699.0%
+15,577.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.8% | -2.9% | -6.1% |
| 7D | -7.9% | -6.2% | -1.6% | -6.9% |
| 30D | -15.9% | -0.3% | -15.7% | -15.9% |
| 3M | +11.1% | +10.3% | +0.8% | +9.0% |
| 6M | -0.7% | +24.1% | -24.8% | -4.6% |
| YTD | -15.4% | +27.4% | -42.8% | -19.2% |
| 1Y | -18.5% | +8.4% | -26.9% | -20.5% |
| 3Y | +46.5% | -19.0% | +65.4% | +43.3% |
| 5Y | +98.8% | -38.6% | +137.3% | +98.4% |
| 10Y | +218.4% | +252.9% | -34.6% | +120.9% |
| All | +18,276.2% | +2,699.0% | +15,577.2% | +7,608.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling