+60.1%
BMY vs DXCM
+402.7%
-342.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.6% |
| 7D | +2.1% | +4.9% | -2.9% | +1.8% |
| 30D | +7.0% | -0.2% | +7.2% | +7.0% |
| 3M | -0.9% | -8.9% | +8.0% | -0.4% |
| 6M | +14.9% | +42.3% | -27.3% | +12.6% |
| YTD | +22.8% | +25.6% | -2.7% | +21.0% |
| 1Y | +36.2% | +39.5% | -3.3% | +33.5% |
| 3Y | +45.7% | -15.3% | +61.0% | +43.4% |
| 5Y | +31.3% | -48.4% | +79.7% | +32.4% |
| All | +60.1% | +402.7% | -342.7% | +40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling