-29.4%
DXCM vs BAM
+81.2%
-110.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +4.9% | -2.7% | +7.6% | +5.9% |
| 30D | -0.2% | +15.5% | -15.7% | -4.7% |
| 3M | -8.9% | -6.9% | -2.1% | -7.0% |
| 6M | +42.3% | +9.9% | +32.4% | +37.3% |
| YTD | +25.6% | +1.4% | +24.2% | +23.7% |
| 1Y | +39.5% | +3.3% | +36.3% | +36.6% |
| 3Y | -15.3% | +83.6% | -98.9% | -23.3% |
| All | -29.4% | +81.2% | -110.6% | -35.6% |
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