+22.3%
BMY vs DXCM
-38.1%
+60.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -3.1% |
| 7D | -3.3% | -6.2% | +2.9% | -3.2% |
| 30D | 0.0% | -0.3% | +0.2% | 0.0% |
| 3M | +17.7% | +10.3% | +7.4% | +17.5% |
| 6M | +9.6% | +24.1% | -14.5% | +9.2% |
| YTD | +24.0% | +27.4% | -3.4% | +23.4% |
| 1Y | +45.1% | +8.4% | +36.7% | +44.4% |
| 3Y | +22.5% | -19.0% | +41.5% | +21.0% |
| 5Y | +22.3% | -38.6% | +60.9% | +18.9% |
| All | +22.3% | -38.1% | +60.4% | +18.9% |
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