+257.0%
DXCM vs BG
+166.7%
+90.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.5% |
| 7D | -5.5% | +3.1% | -8.7% | -6.0% |
| 30D | -8.6% | +10.2% | -18.8% | -10.0% |
| 3M | +10.3% | -1.7% | +12.0% | +10.3% |
| 6M | +25.2% | +1.0% | +24.2% | +24.3% |
| YTD | +25.1% | +39.9% | -14.8% | +17.3% |
| 1Y | +9.2% | +53.2% | -44.0% | +0.5% |
| 3Y | -22.6% | +16.3% | -38.9% | -26.0% |
| 5Y | -39.5% | +83.9% | -123.4% | -47.8% |
| All | +257.0% | +166.7% | +90.3% | +208.3% |
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