+411.2%
DXCM vs BB
+28.9%
+382.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.3% |
| 7D | -3.7% | +11.6% | -15.3% | -5.0% |
| 30D | -5.0% | +2.6% | -7.6% | -5.6% |
| 3M | -8.8% | +3.5% | -12.3% | -9.9% |
| 6M | +31.9% | +43.5% | -11.6% | +22.3% |
| YTD | +20.4% | +141.2% | -120.7% | +3.4% |
| 1Y | +45.7% | +97.4% | -51.7% | +28.3% |
| 3Y | -15.0% | +151.1% | -166.1% | -30.6% |
| 5Y | -48.5% | -12.8% | -35.7% | -53.2% |
| 10Y | +411.2% | +27.5% | +383.8% | +279.1% |
| All | +411.2% | +28.9% | +382.3% | +279.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling