+423.1%
DXCM vs BAH
+218.8%
+204.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.6% |
| 7D | -4.4% | -1.5% | -2.9% | -3.9% |
| 30D | -3.6% | +17.3% | -20.9% | -8.2% |
| 3M | -4.3% | +14.9% | -19.2% | -8.5% |
| 6M | +33.8% | +14.2% | +19.5% | +27.5% |
| YTD | +22.1% | +5.1% | +17.0% | +17.4% |
| 1Y | +47.4% | +2.1% | +45.3% | +42.6% |
| 3Y | -12.3% | -26.0% | +13.7% | -8.1% |
| 5Y | -49.1% | +9.0% | -58.1% | -55.2% |
| 10Y | +423.1% | +208.8% | +214.3% | +210.7% |
| All | +423.1% | +218.8% | +204.3% | +210.7% |
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