+482.3%
BMY vs DXCM
+2,810.6%
-2,328.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.2% | -1.7% |
| 7D | +0.4% | -3.2% | +3.6% | +0.6% |
| 30D | +5.0% | +6.3% | -1.3% | +4.5% |
| 3M | +19.4% | +21.1% | -1.7% | +17.5% |
| 6M | +9.5% | +20.6% | -11.0% | +7.7% |
| YTD | +28.1% | +32.4% | -4.4% | +24.9% |
| 1Y | +50.0% | +8.8% | +41.1% | +48.1% |
| 3Y | +24.1% | -13.7% | +37.8% | +21.5% |
| 5Y | +25.0% | -35.2% | +60.2% | +23.3% |
| 10Y | +68.7% | +281.8% | -213.1% | +35.8% |
| All | +482.3% | +2,810.6% | -2,328.3% | +251.2% |
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 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