+668.7%
BX vs DXCM
+253.0%
+415.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.5% |
| 7D | -5.7% | -6.5% | +0.8% | -4.3% |
| 30D | -8.9% | -4.3% | -4.6% | -8.0% |
| 3M | +8.4% | +7.3% | +1.1% | +6.4% |
| 6M | +18.9% | +22.0% | -3.1% | +13.2% |
| YTD | -13.6% | +26.4% | -40.0% | -18.5% |
| 1Y | -22.4% | +7.0% | -29.4% | -24.7% |
| 3Y | +26.0% | -19.6% | +45.6% | +22.7% |
| 5Y | +18.8% | -39.3% | +58.1% | +18.7% |
| 10Y | +668.7% | +260.9% | +407.8% | +529.8% |
| All | +668.7% | +253.0% | +415.7% | +529.8% |
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