+263.3%
DXCM vs BDX
+58.0%
+205.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.6% | +1.6% |
| 7D | -5.8% | -5.4% | -0.4% | -3.5% |
| 30D | -5.6% | -2.2% | -3.4% | -4.7% |
| 3M | +13.0% | +20.1% | -7.0% | +4.5% |
| 6M | +24.7% | +9.1% | +15.6% | +19.9% |
| YTD | +27.3% | +17.9% | +9.5% | +18.1% |
| 1Y | +11.2% | +22.1% | -10.9% | +1.5% |
| 3Y | -19.0% | -10.5% | -8.5% | -17.4% |
| 5Y | -38.5% | -2.6% | -35.9% | -40.1% |
| All | +263.3% | +58.0% | +205.3% | +182.9% |
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