+42.0%
DXCM vs BAM
+12.2%
+29.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.5% | -3.5% |
| 7D | +5.7% | +7.9% | -2.3% | +3.5% |
| 30D | +1.3% | +16.0% | -14.8% | -2.6% |
| 3M | +2.2% | +0.6% | +1.5% | +2.0% |
| 6M | +42.0% | +10.5% | +31.5% | +39.5% |
| All | +42.0% | +12.2% | +29.8% | +39.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling