+2,623.0%
DXCM vs BAX
+107.7%
+2,515.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | -3.7% | +3.6% | -7.3% | -5.3% |
| 30D | -5.0% | +8.5% | -13.5% | -9.3% |
| 3M | -8.8% | -4.9% | -4.0% | -7.2% |
| 6M | +31.9% | +47.0% | -15.1% | +6.7% |
| YTD | +20.4% | +38.4% | -18.0% | -1.7% |
| 1Y | +45.7% | +49.1% | -3.4% | +14.1% |
| 3Y | -15.0% | -14.9% | -0.1% | -16.2% |
| 5Y | -48.5% | -63.1% | +14.6% | -20.0% |
| 10Y | +411.2% | -35.6% | +446.8% | +427.8% |
| All | +2,623.0% | +107.7% | +2,515.3% | +1,779.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling