+2,605.6%
DXCM vs BBWI
+205.9%
+2,399.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.3% | -2.7% | -5.0% |
| 7D | -3.5% | -6.2% | +2.7% | -1.6% |
| 30D | -5.8% | +19.9% | -25.7% | -10.7% |
| 3M | -4.3% | +7.1% | -11.5% | -7.3% |
| 6M | +31.6% | +13.7% | +17.9% | +23.9% |
| YTD | +19.6% | +9.6% | +10.1% | +12.1% |
| 1Y | +36.9% | -1.6% | +38.5% | +30.1% |
| 3Y | -16.3% | -25.9% | +9.6% | -18.6% |
| 5Y | -50.0% | -67.8% | +17.8% | -40.2% |
| 10Y | +413.2% | -43.5% | +456.6% | +318.7% |
| All | +2,605.6% | +205.9% | +2,399.8% | +573.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling