-38.6%
DXCM vs BHP
+121.9%
-160.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.6% | -4.2% |
| 7D | -6.2% | +1.3% | -7.5% | -6.5% |
| 30D | -0.3% | +4.0% | -4.2% | -1.2% |
| 3M | +10.3% | +12.3% | -2.0% | +6.8% |
| 6M | +24.1% | +30.8% | -6.7% | +14.5% |
| YTD | +27.4% | +58.8% | -31.4% | +11.3% |
| 1Y | +8.4% | +76.8% | -68.5% | -8.2% |
| 3Y | -19.0% | +87.5% | -106.5% | -34.0% |
| 5Y | -38.6% | +123.9% | -162.5% | -50.4% |
| All | -38.6% | +121.9% | -160.5% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling