+35.6%
BMY vs DXCM
-18.8%
+54.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | -1.6% |
| 7D | -0.5% | -3.5% | +3.0% | -0.6% |
| 30D | +4.1% | -5.8% | +9.9% | +4.0% |
| 3M | -2.1% | -4.3% | +2.2% | -2.1% |
| 6M | +12.2% | +31.6% | -19.4% | +13.4% |
| YTD | +20.3% | +19.6% | +0.7% | +21.2% |
| 1Y | +39.2% | +36.9% | +2.3% | +41.3% |
| 3Y | +35.6% | -16.3% | +51.9% | +36.8% |
| All | +35.6% | -18.8% | +54.4% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling