+384.5%
DXCM vs BDX
+95.1%
+289.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.9% |
| 7D | +4.9% | +2.9% | +2.0% | +3.6% |
| 30D | -0.2% | +15.4% | -15.6% | -6.3% |
| 3M | -8.9% | +20.5% | -29.4% | -16.2% |
| 6M | +42.3% | +53.2% | -10.9% | +17.7% |
| YTD | +25.6% | +45.7% | -20.1% | +5.7% |
| 1Y | +39.5% | +47.3% | -7.7% | +16.8% |
| 3Y | -15.3% | +25.1% | -40.3% | -25.8% |
| 5Y | -48.4% | +27.4% | -75.9% | -55.5% |
| All | +384.5% | +95.1% | +289.4% | +184.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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