+210.7%
BKR vs DXCM
+2,699.0%
-2,488.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +1.3% |
| 7D | +0.4% | -6.2% | +6.6% | +1.4% |
| 30D | +3.9% | -0.3% | +4.1% | +3.8% |
| 3M | -1.1% | +10.3% | -11.4% | -2.9% |
| 6M | +7.6% | +24.1% | -16.5% | +3.4% |
| YTD | +41.9% | +27.4% | +14.5% | +35.5% |
| 1Y | +42.2% | +8.4% | +33.9% | +38.6% |
| 3Y | +84.3% | -19.0% | +103.3% | +79.1% |
| 5Y | +215.7% | -38.6% | +254.3% | +210.7% |
| 10Y | +130.9% | +252.9% | -122.1% | +51.4% |
| All | +210.7% | +2,699.0% | -2,488.3% | +4.0% |
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