-16.2%
DXCM vs BBWI
-42.5%
+26.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.9% | -2.5% |
| 7D | -3.2% | +1.5% | -4.7% | -3.5% |
| 30D | +6.3% | -5.2% | +11.5% | +7.1% |
| 3M | +21.1% | +11.1% | +10.0% | +18.1% |
| 6M | +20.6% | -13.4% | +33.9% | +22.3% |
| YTD | +32.4% | +0.1% | +32.3% | +29.9% |
| 1Y | +8.8% | -36.1% | +45.0% | +16.8% |
| All | -16.2% | -42.5% | +26.3% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling