-36.3%
DXCM vs BAH
-3.4%
-32.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.6% |
| 7D | -3.2% | -3.2% | 0.0% | -2.4% |
| 30D | +6.3% | +2.0% | +4.3% | +5.8% |
| 3M | +21.1% | -7.6% | +28.7% | +23.0% |
| 6M | +20.6% | -5.7% | +26.3% | +21.3% |
| YTD | +32.4% | -11.7% | +44.2% | +33.9% |
| 1Y | +8.8% | -27.4% | +36.2% | +15.9% |
| 3Y | -13.7% | -32.5% | +18.8% | -10.7% |
| All | -36.3% | -3.4% | -32.8% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling