-15.3%
DXCM vs BG
+6.5%
-21.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.4% |
| 7D | +4.9% | +2.6% | +2.4% | +5.0% |
| 30D | -0.2% | -6.7% | +6.5% | -0.2% |
| 3M | -8.9% | -9.3% | +0.4% | -9.0% |
| 6M | +42.3% | -18.3% | +60.6% | +41.8% |
| YTD | +25.6% | +16.2% | +9.4% | +24.0% |
| 1Y | +39.5% | +7.6% | +31.9% | +38.1% |
| 3Y | -15.3% | +6.6% | -21.8% | -11.1% |
| All | -15.3% | +6.5% | -21.7% | -11.1% |
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