-21.8%
DXCM vs BDX
-9.0%
-12.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.1% |
| 7D | -6.5% | -3.6% | -2.9% | -5.3% |
| 30D | -4.3% | +0.7% | -5.0% | -4.5% |
| 3M | +7.3% | +19.0% | -11.7% | +1.5% |
| 6M | +22.0% | +10.8% | +11.2% | +17.5% |
| YTD | +26.4% | +20.1% | +6.2% | +19.0% |
| 1Y | +7.0% | +23.1% | -16.1% | 0.0% |
| All | -21.8% | -9.0% | -12.8% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling