+171.6%
BKR vs DXCM
-38.7%
+210.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.4% |
| 7D | -7.0% | -5.5% | -1.5% | -6.6% |
| 30D | -8.1% | -8.6% | +0.4% | -7.5% |
| 3M | -6.6% | +10.3% | -17.0% | -7.4% |
| 6M | +0.9% | +25.2% | -24.4% | -1.1% |
| YTD | +31.1% | +25.1% | +6.0% | +28.5% |
| 1Y | +27.7% | +9.2% | +18.5% | +26.2% |
| 3Y | +71.2% | -22.6% | +93.8% | +68.2% |
| All | +171.6% | -38.7% | +210.3% | +169.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling