+2,605.6%
DXCM vs BB
-65.1%
+2,670.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.4% | -10.4% | -6.7% |
| 7D | -3.5% | +3.8% | -7.3% | -4.1% |
| 30D | -5.8% | -0.3% | -5.5% | -6.2% |
| 3M | -4.3% | -0.5% | -3.9% | -5.3% |
| 6M | +31.6% | +45.9% | -14.3% | +19.4% |
| YTD | +19.6% | +130.6% | -111.0% | -0.2% |
| 1Y | +36.9% | +89.2% | -52.3% | +17.7% |
| 3Y | -16.3% | +137.5% | -153.8% | -34.4% |
| 5Y | -50.0% | -20.9% | -29.1% | -54.1% |
| 10Y | +413.2% | +25.4% | +387.8% | +248.5% |
| All | +2,605.6% | -65.1% | +2,670.7% | +1,836.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling