+44.1%
BSX vs DXCM
+2,698.3%
-2,654.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.3% |
| 7D | -8.2% | -5.8% | -2.4% | -7.2% |
| 30D | -15.8% | -5.6% | -10.2% | -14.9% |
| 3M | -10.8% | +13.0% | -23.9% | -12.9% |
| 6M | -38.4% | +24.7% | -63.1% | -41.0% |
| YTD | -54.8% | +27.3% | -82.1% | -56.9% |
| 1Y | -59.0% | +11.2% | -70.2% | -60.3% |
| 3Y | -20.0% | -19.0% | -1.0% | -21.7% |
| 5Y | -3.1% | -38.5% | +35.4% | -3.1% |
| 10Y | +83.3% | +263.6% | -180.3% | +24.4% |
| All | +44.1% | +2,698.3% | -2,654.2% | -45.8% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling