+373.3%
DXCM vs BG
+107.5%
+265.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -3.6% | +1.5% | -5.1% | -3.9% |
| 30D | -4.3% | -7.0% | +2.7% | -3.2% |
| 3M | -10.4% | -10.0% | -0.4% | -9.0% |
| 6M | +33.1% | -19.8% | +52.9% | +37.5% |
| YTD | +22.6% | +14.3% | +8.4% | +17.8% |
| 1Y | +36.5% | +6.5% | +30.1% | +32.9% |
| 3Y | -13.5% | +4.4% | -17.8% | -16.8% |
| 5Y | -49.6% | +20.2% | -69.8% | -53.9% |
| All | +373.3% | +107.5% | +265.7% | +246.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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