-39.3%
DXCM vs BG
+84.9%
-124.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -6.5% | +0.5% | -7.0% | -6.6% |
| 30D | -4.3% | +10.3% | -14.6% | -5.5% |
| 3M | +7.3% | -1.9% | +9.2% | +7.3% |
| 6M | +22.0% | +5.2% | +16.8% | +20.6% |
| YTD | +26.4% | +41.2% | -14.8% | +19.5% |
| 1Y | +7.0% | +50.5% | -43.5% | 0.0% |
| 3Y | -19.6% | +19.9% | -39.5% | -22.4% |
| 5Y | -39.3% | +86.7% | -126.0% | -48.2% |
| All | -39.3% | +84.9% | -124.2% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling