+64.6%
BMY vs DXCM
+253.0%
-188.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.4% |
| 7D | -4.8% | -6.5% | +1.7% | -4.5% |
| 30D | -0.7% | -4.3% | +3.6% | -0.4% |
| 3M | +15.3% | +7.3% | +8.1% | +14.8% |
| 6M | +8.5% | +22.0% | -13.5% | +7.3% |
| YTD | +23.4% | +26.4% | -2.9% | +21.7% |
| 1Y | +42.9% | +7.0% | +35.9% | +41.8% |
| 3Y | +22.0% | -19.6% | +41.6% | +20.5% |
| 5Y | +24.3% | -39.3% | +63.6% | +23.6% |
| 10Y | +64.6% | +260.9% | -196.3% | +45.2% |
| All | +64.6% | +253.0% | -188.4% | +45.2% |
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