+373.3%
DXCM vs BBWI
-48.2%
+421.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.8% |
| 7D | -3.6% | -4.5% | +0.9% | -2.8% |
| 30D | -4.3% | +17.1% | -21.4% | -7.0% |
| 3M | -10.4% | +17.5% | -27.8% | -13.4% |
| 6M | +33.1% | +12.8% | +20.3% | +28.6% |
| YTD | +22.6% | +8.2% | +14.5% | +18.4% |
| 1Y | +36.5% | -1.8% | +38.3% | +32.9% |
| 3Y | -13.5% | -25.8% | +12.3% | -14.1% |
| 5Y | -49.6% | -68.0% | +18.4% | -44.1% |
| All | +373.3% | -48.2% | +421.5% | +314.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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