+7.0%
DXCM vs BHP
+77.6%
-70.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -6.5% | +0.9% | -7.4% | -6.5% |
| 30D | -4.3% | +4.0% | -8.3% | -4.6% |
| 3M | +7.3% | +11.3% | -4.0% | +6.2% |
| 6M | +22.0% | +29.3% | -7.3% | +14.5% |
| YTD | +26.4% | +59.2% | -32.8% | +11.4% |
| 1Y | +7.0% | +80.8% | -73.9% | -8.9% |
| All | +7.0% | +77.6% | -70.6% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling