-22.6%
DXCM vs BBIO
+154.4%
-177.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -5.5% | -3.2% | -2.3% | -5.2% |
| 30D | -8.6% | -13.6% | +5.0% | -7.2% |
| 3M | +10.3% | +7.2% | +3.1% | +8.7% |
| 6M | +25.2% | +1.5% | +23.7% | +24.0% |
| YTD | +25.1% | -5.3% | +30.4% | +24.4% |
| 1Y | +9.2% | +37.7% | -28.5% | +2.6% |
| 3Y | -22.6% | +153.9% | -176.5% | -35.6% |
| All | -22.6% | +154.4% | -177.1% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 3y: compounded portfolio wealth divided by compounded BBIO 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…
3y analysis · Full analysis span regression · 6 months rolling