+263.7%
DXCM vs BB
+3.7%
+260.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.2% | -6.0% | -4.1% |
| 7D | -6.2% | +0.5% | -6.7% | -6.3% |
| 30D | -0.3% | -12.4% | +12.1% | +1.2% |
| 3M | +10.3% | -15.3% | +25.6% | +11.1% |
| 6M | +24.1% | +128.8% | -104.7% | +7.7% |
| YTD | +27.4% | +107.7% | -80.3% | +12.0% |
| 1Y | +8.4% | +103.9% | -95.5% | -5.0% |
| 3Y | -19.0% | +72.6% | -91.6% | -30.2% |
| 5Y | -38.6% | -24.3% | -14.3% | -42.9% |
| All | +263.7% | +3.7% | +260.0% | +168.9% |
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