+24.3%
BX vs DXCM
-38.1%
+62.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -0.6% |
| 7D | -2.0% | -6.2% | +4.3% | -0.3% |
| 30D | -2.3% | -0.3% | -2.0% | -2.2% |
| 3M | +18.5% | +10.3% | +8.2% | +15.0% |
| 6M | +23.7% | +24.1% | -0.4% | +15.8% |
| YTD | -10.4% | +27.4% | -37.7% | -16.8% |
| 1Y | -19.6% | +8.4% | -27.9% | -22.7% |
| 3Y | +30.8% | -19.0% | +49.8% | +24.6% |
| 5Y | +24.3% | -38.6% | +62.9% | +26.0% |
| All | +24.3% | -38.1% | +62.4% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling