-31.9%
DXCM vs BAM
+84.8%
-116.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +1.1% |
| 7D | -9.2% | -2.9% | -6.3% | -8.3% |
| 30D | -6.5% | +14.7% | -21.2% | -10.5% |
| 3M | -10.3% | -4.1% | -6.1% | -9.2% |
| 6M | +35.4% | +9.6% | +25.8% | +30.8% |
| YTD | +21.1% | +3.4% | +17.6% | +18.6% |
| 1Y | +38.2% | +1.0% | +37.2% | +36.2% |
| 3Y | -14.6% | +88.2% | -102.8% | -23.2% |
| All | -31.9% | +84.8% | -116.8% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling