+2,894.9%
DXCM vs BG
+263.0%
+2,631.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -3.2% | +2.8% | -6.0% | -4.1% |
| 30D | +6.3% | +12.0% | -5.7% | +2.6% |
| 3M | +21.1% | -7.7% | +28.8% | +23.4% |
| 6M | +20.6% | +4.5% | +16.1% | +17.6% |
| YTD | +32.4% | +35.7% | -3.2% | +18.8% |
| 1Y | +8.8% | +50.1% | -41.2% | -6.0% |
| 3Y | -13.7% | +12.6% | -26.3% | -20.6% |
| 5Y | -35.2% | +75.4% | -110.6% | -49.9% |
| 10Y | +281.8% | +150.5% | +131.3% | +135.4% |
| All | +2,894.9% | +263.0% | +2,631.9% | +1,222.6% |
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