-48.1%
DXCM vs BG
+21.9%
-70.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.2% |
| 7D | +4.9% | +2.6% | +2.4% | +4.7% |
| 30D | -0.2% | -6.7% | +6.5% | +0.5% |
| 3M | -8.9% | -9.3% | +0.4% | -8.2% |
| 6M | +42.3% | -18.3% | +60.6% | +44.9% |
| YTD | +25.6% | +16.2% | +9.4% | +21.2% |
| 1Y | +39.5% | +7.6% | +31.9% | +36.2% |
| 3Y | -15.3% | +6.6% | -21.8% | -18.1% |
| All | -48.1% | +21.9% | -70.0% | -53.1% |
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 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