+28.6%
BMY vs DXCM
-50.2%
+78.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | -1.4% |
| 7D | -0.5% | -3.5% | +3.0% | -0.5% |
| 30D | +4.1% | -5.8% | +9.9% | +4.2% |
| 3M | -2.1% | -4.3% | +2.2% | -2.0% |
| 6M | +12.2% | +31.6% | -19.4% | +11.9% |
| YTD | +20.3% | +19.6% | +0.7% | +20.0% |
| 1Y | +39.2% | +36.9% | +2.3% | +38.8% |
| 3Y | +35.6% | -16.3% | +51.9% | +33.3% |
| All | +28.6% | -50.2% | +78.8% | +24.8% |
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 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