-16.5%
BSX vs DXCM
-19.4%
+2.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.8% | -2.1% | -5.3% |
| 7D | -6.4% | -6.2% | -0.2% | -5.5% |
| 30D | -8.8% | -0.3% | -8.5% | -8.7% |
| 3M | -7.6% | +10.3% | -18.0% | -9.1% |
| 6M | -37.0% | +24.1% | -61.1% | -39.1% |
| YTD | -52.8% | +27.4% | -80.2% | -54.6% |
| 1Y | -58.4% | +8.4% | -66.8% | -59.3% |
| 3Y | -16.5% | -19.0% | +2.5% | -21.8% |
| All | -16.5% | -19.4% | +2.9% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling