+39.5%
DXCM vs BAX
+38.8%
+0.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | +4.9% | +0.1% | +4.9% | +4.9% |
| 30D | -0.2% | +4.1% | -4.2% | -1.6% |
| 3M | -8.9% | -4.5% | -4.4% | -7.8% |
| 6M | +42.3% | +49.2% | -7.0% | +24.8% |
| YTD | +25.6% | +35.2% | -9.7% | +13.0% |
| 1Y | +39.5% | +38.3% | +1.2% | +24.6% |
| All | +39.5% | +38.8% | +0.7% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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