+2,894.9%
DXCM vs BAX
+103.1%
+2,791.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.5% |
| 7D | -3.2% | -1.1% | -2.1% | -2.7% |
| 30D | +6.3% | -5.5% | +11.8% | +9.2% |
| 3M | +21.1% | +33.5% | -12.4% | +3.7% |
| 6M | +20.6% | +35.9% | -15.3% | +1.7% |
| YTD | +32.4% | +35.4% | -2.9% | +10.1% |
| 1Y | +8.8% | +9.8% | -0.9% | -0.2% |
| 3Y | -13.7% | -32.7% | +19.0% | -2.5% |
| 5Y | -35.2% | -65.6% | +30.4% | +5.0% |
| 10Y | +281.8% | -34.9% | +316.7% | +292.3% |
| All | +2,894.9% | +103.1% | +2,791.8% | +2,004.7% |
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