-16.3%
DXCM vs BAH
-26.3%
+10.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.4% | -1.5% | -5.2% |
| 7D | -3.5% | -3.5% | 0.0% | -2.9% |
| 30D | -5.8% | +24.3% | -30.1% | -9.0% |
| 3M | -4.3% | +16.3% | -20.7% | -6.7% |
| 6M | +31.6% | +13.6% | +18.0% | +28.2% |
| YTD | +19.6% | +3.5% | +16.2% | +16.8% |
| 1Y | +36.9% | +2.7% | +34.2% | +33.6% |
| 3Y | -16.3% | -26.6% | +10.3% | -8.5% |
| All | -16.3% | -26.3% | +10.0% | -8.5% |
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