+257.0%
DXCM vs BHP
+496.8%
-239.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -5.5% | -3.6% | -1.9% | -4.8% |
| 30D | -8.6% | -1.2% | -7.4% | -8.4% |
| 3M | +10.3% | +1.2% | +9.1% | +9.3% |
| 6M | +25.2% | +21.4% | +3.8% | +17.4% |
| YTD | +25.1% | +50.4% | -25.3% | +10.4% |
| 1Y | +9.2% | +67.5% | -58.3% | -6.5% |
| 3Y | -22.6% | +72.8% | -95.4% | -35.6% |
| 5Y | -39.5% | +112.6% | -152.1% | -53.1% |
| All | +257.0% | +496.8% | -239.9% | +102.8% |
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