+47.8%
DXCM vs BAH
+2.1%
+45.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.8% |
| 7D | -4.4% | -1.5% | -2.9% | -4.0% |
| 30D | -3.6% | +17.3% | -20.9% | -6.2% |
| 3M | -4.3% | +14.9% | -19.2% | -6.7% |
| 6M | +33.8% | +14.2% | +19.5% | +29.0% |
| YTD | +22.1% | +5.1% | +17.0% | +16.5% |
| All | +47.8% | +2.1% | +45.7% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling