-59.0%
BSX vs DXCM
+8.4%
-67.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.3% |
| 7D | -8.2% | -5.8% | -2.4% | -6.9% |
| 30D | -15.8% | -5.6% | -10.2% | -14.7% |
| 3M | -10.8% | +13.0% | -23.9% | -13.3% |
| 6M | -38.4% | +24.7% | -63.1% | -41.4% |
| YTD | -54.8% | +27.3% | -82.1% | -57.0% |
| 1Y | -59.0% | +11.2% | -70.2% | -60.8% |
| All | -59.0% | +8.4% | -67.4% | -60.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling