-17.2%
DXCM vs BAH
-26.6%
+9.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -3.6% | -2.6% | -1.1% | -3.2% |
| 30D | -4.3% | +20.4% | -24.7% | -7.0% |
| 3M | -10.4% | +11.9% | -22.2% | -12.0% |
| 6M | +33.1% | +17.1% | +16.0% | +29.2% |
| YTD | +22.6% | +5.5% | +17.1% | +19.4% |
| 1Y | +36.5% | +5.6% | +30.9% | +32.8% |
| All | -17.2% | -26.6% | +9.4% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling