-31.3%
DXCM vs BAM
+90.5%
-121.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.3% |
| 7D | -4.4% | +5.3% | -9.6% | -5.9% |
| 30D | -3.6% | +18.1% | -21.7% | -8.6% |
| 3M | -4.3% | +4.2% | -8.6% | -5.8% |
| 6M | +33.8% | +11.1% | +22.7% | +28.7% |
| YTD | +22.1% | +6.6% | +15.5% | +18.4% |
| 1Y | +47.4% | +6.2% | +41.2% | +42.9% |
| 3Y | -12.3% | +95.0% | -107.3% | -21.9% |
| All | -31.3% | +90.5% | -121.9% | -38.4% |
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