+393.1%
DXCM vs BHP
+345.2%
+47.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | +0.2% |
| 7D | -9.2% | +2.4% | -11.6% | -9.7% |
| 30D | -6.5% | -5.4% | -1.1% | -5.3% |
| 3M | -10.3% | -6.9% | -3.4% | -8.9% |
| 6M | +35.4% | -4.3% | +39.8% | +35.3% |
| YTD | +21.1% | +41.6% | -20.6% | +8.2% |
| 1Y | +38.2% | +53.3% | -15.1% | +20.9% |
| 3Y | -14.6% | +58.4% | -72.9% | -27.3% |
| 5Y | -49.6% | +121.3% | -170.8% | -61.4% |
| 10Y | +393.1% | +349.0% | +44.1% | +193.9% |
| All | +393.1% | +345.2% | +47.9% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling