-50.1%
DXCM vs BAX
-63.7%
+13.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.5% | -6.5% | -6.2% |
| 7D | -3.5% | +12.1% | -15.6% | -7.7% |
| 30D | -5.8% | +7.6% | -13.4% | -8.8% |
| 3M | -4.3% | -4.5% | +0.1% | -3.1% |
| 6M | +31.6% | +52.0% | -20.5% | +10.1% |
| YTD | +19.6% | +35.1% | -15.5% | +3.2% |
| 1Y | +36.9% | +43.7% | -6.8% | +14.8% |
| 3Y | -16.3% | -20.9% | +4.7% | -14.1% |
| All | -50.1% | -63.7% | +13.5% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling