+2,673.1%
DXCM vs BG
+205.7%
+2,467.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -3.6% | +1.5% | -5.1% | -4.1% |
| 30D | -4.3% | -7.0% | +2.7% | -2.4% |
| 3M | -10.4% | -10.0% | -0.4% | -8.1% |
| 6M | +33.1% | -19.8% | +52.9% | +40.6% |
| YTD | +22.6% | +14.3% | +8.4% | +15.2% |
| 1Y | +36.5% | +6.5% | +30.1% | +31.1% |
| 3Y | -13.5% | +4.4% | -17.8% | -19.0% |
| 5Y | -49.6% | +20.2% | -69.8% | -56.2% |
| 10Y | +399.5% | +108.5% | +291.0% | +228.6% |
| All | +2,673.1% | +205.7% | +2,467.4% | +1,183.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling