+1.1%
BX vs DXCM
-48.9%
+49.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +3.3% |
| 7D | +3.3% | -4.4% | +7.6% | +4.5% |
| 30D | +9.6% | -3.6% | +13.2% | +10.5% |
| 3M | -8.7% | -4.3% | -4.3% | -7.8% |
| 6M | +2.2% | +33.8% | -31.5% | -6.2% |
| YTD | -16.2% | +22.1% | -38.3% | -21.5% |
| 1Y | -11.5% | +47.4% | -58.9% | -21.3% |
| 3Y | +41.0% | -12.3% | +53.3% | +30.2% |
| 5Y | +1.1% | -49.1% | +50.2% | +14.0% |
| All | +1.1% | -48.9% | +49.9% | +14.0% |
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