+2,894.9%
DXCM vs BBWI
+179.4%
+2,715.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.9% | -2.8% |
| 7D | -3.2% | +1.5% | -4.7% | -3.7% |
| 30D | +6.3% | -5.2% | +11.5% | +7.4% |
| 3M | +21.1% | +11.1% | +10.0% | +16.2% |
| 6M | +20.6% | -13.4% | +33.9% | +22.8% |
| YTD | +32.4% | +0.1% | +32.3% | +28.2% |
| 1Y | +8.8% | -36.1% | +45.0% | +17.9% |
| 3Y | -13.7% | -44.1% | +30.4% | -8.4% |
| 5Y | -35.2% | -66.2% | +31.1% | -23.5% |
| 10Y | +281.8% | -54.8% | +336.6% | +243.6% |
| All | +2,894.9% | +179.4% | +2,715.5% | +669.5% |
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 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