+263.3%
DXCM vs BBY
+242.2%
+21.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -5.8% | +0.7% | -6.5% | -6.0% |
| 30D | -5.6% | +5.8% | -11.4% | -7.3% |
| 3M | +13.0% | +18.0% | -5.0% | +7.3% |
| 6M | +24.7% | +39.8% | -15.2% | +12.1% |
| YTD | +27.3% | +35.4% | -8.1% | +15.0% |
| 1Y | +11.2% | +21.4% | -10.2% | +3.2% |
| 3Y | -19.0% | +39.5% | -58.5% | -30.3% |
| 5Y | -38.5% | -0.5% | -38.0% | -43.1% |
| All | +263.3% | +242.2% | +21.2% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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