+48.3%
BSX vs DXCM
+2,659.3%
-2,611.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.1% |
| 7D | +3.7% | +4.9% | -1.2% | +2.8% |
| 30D | +3.1% | -0.2% | +3.3% | +3.1% |
| 3M | -14.2% | -8.9% | -5.3% | -12.8% |
| 6M | -16.4% | +42.3% | -58.7% | -21.8% |
| YTD | -53.5% | +25.6% | -79.1% | -55.6% |
| 1Y | -57.8% | +39.5% | -97.3% | -60.5% |
| 3Y | -17.4% | -15.3% | -2.2% | -19.6% |
| 5Y | +5.4% | -48.4% | +53.8% | +8.9% |
| 10Y | +106.2% | +411.4% | -305.2% | +32.3% |
| All | +48.3% | +2,659.3% | -2,611.0% | -44.1% |
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