+39.2%
BKR vs DXCM
+11.0%
+28.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | +1.7% | -3.2% | +5.0% | +1.9% |
| 30D | +3.3% | +6.3% | -3.0% | +3.0% |
| 3M | -3.6% | +21.1% | -24.7% | -4.4% |
| 6M | +5.0% | +20.6% | -15.5% | +3.8% |
| YTD | +40.9% | +32.4% | +8.5% | +39.7% |
| 1Y | +39.2% | +8.8% | +30.4% | +36.7% |
| All | +39.2% | +11.0% | +28.2% | +36.7% |
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