+2,605.6%
DXCM vs BAX
+102.8%
+2,502.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.5% | -6.5% | -6.3% |
| 7D | -3.5% | +12.1% | -15.6% | -8.9% |
| 30D | -5.8% | +7.6% | -13.4% | -9.7% |
| 3M | -4.3% | -4.5% | +0.1% | -2.9% |
| 6M | +31.6% | +52.0% | -20.5% | +4.6% |
| YTD | +19.6% | +35.1% | -15.5% | -1.1% |
| 1Y | +36.9% | +43.7% | -6.8% | +9.2% |
| 3Y | -16.3% | -20.9% | +4.7% | -14.1% |
| 5Y | -50.0% | -63.5% | +13.5% | -22.0% |
| 10Y | +413.2% | -36.0% | +449.1% | +429.7% |
| All | +2,605.6% | +102.8% | +2,502.8% | +1,790.1% |
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