+47.8%
DXCM vs BAX
+47.2%
+0.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.3% |
| 7D | -4.4% | +9.0% | -13.4% | -6.8% |
| 30D | -3.6% | +8.5% | -12.1% | -6.3% |
| 3M | -4.3% | -4.1% | -0.2% | -3.2% |
| 6M | +33.8% | +46.9% | -13.2% | +17.3% |
| YTD | +22.1% | +38.4% | -16.2% | +7.7% |
| All | +47.8% | +47.2% | +0.7% | +25.9% |
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