+452.9%
BMY vs DXCM
+2,546.4%
-2,093.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | +1.8% | -3.7% | +5.4% | +2.1% |
| 30D | +6.2% | -5.0% | +11.2% | +6.6% |
| 3M | -2.1% | -8.8% | +6.7% | -1.5% |
| 6M | +14.3% | +31.9% | -17.6% | +11.5% |
| YTD | +21.6% | +20.4% | +1.2% | +19.4% |
| 1Y | +38.8% | +45.7% | -6.9% | +34.3% |
| 3Y | +42.9% | -15.0% | +58.0% | +40.2% |
| 5Y | +30.1% | -48.5% | +78.5% | +30.9% |
| 10Y | +58.2% | +411.2% | -353.1% | +24.1% |
| All | +452.9% | +2,546.4% | -2,093.4% | +235.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling