+635.8%
BX vs DXCM
+402.7%
+233.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.9% |
| 7D | +0.6% | +4.9% | -4.4% | -0.5% |
| 30D | +14.2% | -0.2% | +14.4% | +14.2% |
| 3M | -18.7% | -8.9% | -9.8% | -17.2% |
| 6M | +2.5% | +42.3% | -39.8% | -5.7% |
| YTD | -18.8% | +25.6% | -44.4% | -23.5% |
| 1Y | -10.3% | +39.5% | -49.8% | -17.4% |
| 3Y | +35.4% | -15.3% | +50.7% | +30.8% |
| 5Y | +0.3% | -48.4% | +48.7% | +2.9% |
| All | +635.8% | +402.7% | +233.1% | +491.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling