+2,571.5%
DXCM vs BAH
+1,056.2%
+1,515.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.4% | -1.5% | -4.6% |
| 7D | -3.5% | -3.5% | 0.0% | -2.3% |
| 30D | -5.8% | +24.3% | -30.1% | -12.1% |
| 3M | -4.3% | +16.3% | -20.7% | -9.1% |
| 6M | +31.6% | +13.6% | +18.0% | +25.4% |
| YTD | +19.6% | +3.5% | +16.2% | +15.5% |
| 1Y | +36.9% | +2.7% | +34.2% | +32.0% |
| 3Y | -16.3% | -26.6% | +10.3% | -12.3% |
| 5Y | -50.0% | +8.5% | -58.5% | -55.2% |
| 10Y | +413.2% | +225.1% | +188.1% | +207.6% |
| All | +2,571.5% | +1,056.2% | +1,515.3% | +862.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling