+2,894.9%
DXCM vs BB
-69.2%
+2,964.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | -5.6% | +2.4% | -2.3% |
| 30D | +6.3% | -11.8% | +18.1% | +8.3% |
| 3M | +21.1% | -25.5% | +46.6% | +24.8% |
| 6M | +20.6% | +121.3% | -100.7% | +2.1% |
| YTD | +32.4% | +103.2% | -70.7% | +13.7% |
| 1Y | +8.8% | +102.6% | -93.8% | -7.2% |
| 3Y | -13.7% | +37.5% | -51.2% | -25.6% |
| 5Y | -35.2% | -30.4% | -4.7% | -39.0% |
| 10Y | +281.8% | 0.0% | +281.8% | +172.2% |
| All | +2,894.9% | -69.2% | +2,964.1% | +2,107.9% |
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 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