+373.3%
DXCM vs BAH
+199.5%
+173.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -3.6% | -2.6% | -1.1% | -2.8% |
| 30D | -4.3% | +20.4% | -24.7% | -9.5% |
| 3M | -10.4% | +11.9% | -22.2% | -13.6% |
| 6M | +33.1% | +17.1% | +16.0% | +26.0% |
| YTD | +22.6% | +5.5% | +17.1% | +17.8% |
| 1Y | +36.5% | +5.6% | +30.9% | +30.7% |
| 3Y | -13.5% | -26.5% | +13.1% | -9.1% |
| 5Y | -49.6% | +6.5% | -56.1% | -55.2% |
| All | +373.3% | +199.5% | +173.7% | +204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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