+384.5%
DXCM vs BHP
+333.8%
+50.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.7% |
| 7D | +4.9% | -0.5% | +5.4% | +5.0% |
| 30D | -0.2% | -4.5% | +4.4% | +0.9% |
| 3M | -8.9% | -6.9% | -2.0% | -7.6% |
| 6M | +42.3% | -10.6% | +52.8% | +44.7% |
| YTD | +25.6% | +37.2% | -11.6% | +13.1% |
| 1Y | +39.5% | +48.0% | -8.5% | +23.1% |
| 3Y | -15.3% | +52.6% | -67.8% | -27.3% |
| 5Y | -48.4% | +116.5% | -164.9% | -60.3% |
| All | +384.5% | +333.8% | +50.8% | +190.8% |
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