+8.4%
DXCM vs BAH
-27.4%
+35.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.7% |
| 7D | -6.2% | -4.3% | -1.9% | -5.8% |
| 30D | -0.3% | -4.5% | +4.2% | +0.2% |
| 3M | +10.3% | -7.6% | +17.9% | +9.4% |
| 6M | +24.1% | -10.6% | +34.7% | +22.6% |
| YTD | +27.4% | -12.6% | +39.9% | +25.9% |
| 1Y | +8.4% | -27.0% | +35.4% | +7.8% |
| All | +8.4% | -27.4% | +35.8% | +7.8% |
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 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