+50.9%
BSX vs DXCM
+2,560.6%
-2,509.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.9% |
| 7D | -1.5% | -9.2% | +7.7% | +0.3% |
| 30D | +2.9% | -6.5% | +9.4% | +4.2% |
| 3M | -11.8% | -10.3% | -1.6% | -10.1% |
| 6M | -15.4% | +35.4% | -50.9% | -20.2% |
| YTD | -52.7% | +21.1% | -73.7% | -54.5% |
| 1Y | -56.0% | +38.2% | -94.2% | -58.7% |
| 3Y | -12.5% | -14.6% | +2.1% | -14.9% |
| 5Y | +7.6% | -49.6% | +57.1% | +11.6% |
| 10Y | +109.9% | +393.1% | -283.2% | +35.6% |
| All | +50.9% | +2,560.6% | -2,509.7% | -42.7% |
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