+2,623.0%
DXCM vs BHP
+811.8%
+1,811.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.6% |
| 7D | -3.7% | +3.8% | -7.5% | -5.0% |
| 30D | -5.0% | -6.5% | +1.5% | -2.6% |
| 3M | -8.8% | -8.5% | -0.3% | -6.1% |
| 6M | +31.9% | -2.2% | +34.0% | +30.3% |
| YTD | +20.4% | +40.0% | -19.6% | +2.5% |
| 1Y | +45.7% | +51.3% | -5.6% | +20.2% |
| 3Y | -15.0% | +56.5% | -71.6% | -32.7% |
| 5Y | -48.5% | +130.2% | -178.7% | -66.4% |
| 10Y | +411.2% | +336.5% | +74.7% | +127.2% |
| All | +2,623.0% | +811.8% | +1,811.2% | +621.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling