-19.0%
DXCM vs BG
+20.0%
-39.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.4% | -8.2% | -3.9% |
| 7D | -6.2% | +2.4% | -8.6% | -6.2% |
| 30D | -0.3% | +15.0% | -15.3% | -0.5% |
| 3M | +10.3% | -0.7% | +11.0% | +10.1% |
| 6M | +24.1% | +7.5% | +16.6% | +23.5% |
| YTD | +27.4% | +41.6% | -14.2% | +25.3% |
| 1Y | +8.4% | +50.7% | -42.3% | +6.4% |
| 3Y | -19.0% | +20.3% | -39.3% | -15.7% |
| All | -19.0% | +20.0% | -39.0% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling