+252.9%
DXCM vs BBWI
-56.0%
+308.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.7% | -3.3% |
| 7D | -6.2% | +1.6% | -7.8% | -6.5% |
| 30D | -0.3% | -6.2% | +6.0% | +0.6% |
| 3M | +10.3% | +4.3% | +6.0% | +8.8% |
| 6M | +24.1% | -7.2% | +31.3% | +24.2% |
| YTD | +27.4% | -3.0% | +30.4% | +25.8% |
| 1Y | +8.4% | -30.8% | +39.1% | +12.7% |
| 3Y | -19.0% | -43.4% | +24.4% | -15.4% |
| 5Y | -38.6% | -66.7% | +28.1% | -31.6% |
| 10Y | +252.9% | -55.7% | +308.6% | +244.5% |
| All | +252.9% | -56.0% | +308.9% | +244.5% |
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