-15.3%
DXCM vs BBWI
-24.0%
+8.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.1% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | -0.2% | +12.9% | -13.0% | -2.3% |
| 3M | -8.9% | +16.0% | -24.9% | -11.7% |
| 6M | +42.3% | +16.6% | +25.7% | +36.7% |
| YTD | +25.6% | +9.7% | +15.8% | +20.8% |
| 1Y | +39.5% | +1.5% | +38.0% | +35.3% |
| 3Y | -15.3% | -21.4% | +6.1% | -12.5% |
| All | -15.3% | -24.0% | +8.7% | -12.5% |
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 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