-8.5%
BX vs DXCM
+44.8%
-53.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.6% | -0.4% | +5.0% |
| 7D | +8.3% | +12.5% | -4.2% | +6.1% |
| 30D | +13.5% | +1.8% | +11.7% | +13.0% |
| 3M | -7.6% | +1.8% | -9.4% | -8.0% |
| 6M | +4.0% | +47.4% | -43.3% | -1.5% |
| YTD | -15.2% | +33.3% | -48.5% | -17.8% |
| 1Y | -8.5% | +44.6% | -53.1% | -10.5% |
| All | -8.5% | +44.8% | -53.3% | -10.5% |
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