+50.4%
BSX vs DXCM
+2,677.5%
-2,627.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.1% |
| 7D | -7.0% | -6.5% | -0.6% | -5.9% |
| 30D | -10.9% | -4.3% | -6.6% | -10.2% |
| 3M | -8.2% | +7.3% | -15.4% | -9.5% |
| 6M | -37.5% | +22.0% | -59.5% | -39.9% |
| YTD | -52.8% | +26.4% | -79.2% | -55.0% |
| 1Y | -58.4% | +7.0% | -65.4% | -59.4% |
| 3Y | -16.5% | -19.6% | +3.1% | -18.2% |
| 5Y | -1.0% | -39.3% | +38.3% | -0.8% |
| 10Y | +91.2% | +260.9% | -169.7% | +29.9% |
| All | +50.4% | +2,677.5% | -2,627.1% | -43.3% |
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