+45.7%
DXCM vs BAM
+3.7%
+42.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | -3.7% | +5.0% | -8.7% | -5.1% |
| 30D | -5.0% | +16.6% | -21.6% | -9.2% |
| 3M | -8.8% | +2.2% | -11.0% | -9.5% |
| 6M | +31.9% | +9.7% | +22.2% | +27.9% |
| YTD | +20.4% | +5.2% | +15.2% | +17.4% |
| 1Y | +45.7% | +3.9% | +41.8% | +42.8% |
| All | +45.7% | +3.7% | +42.1% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling