+2,894.9%
DXCM vs BHP
+916.3%
+1,978.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -3.2% | -2.9% | -0.3% | -2.1% |
| 30D | +6.3% | +3.4% | +3.0% | +4.8% |
| 3M | +21.1% | +4.1% | +17.0% | +17.8% |
| 6M | +20.6% | +20.6% | 0.0% | +9.9% |
| YTD | +32.4% | +56.1% | -23.6% | +8.5% |
| 1Y | +8.8% | +69.6% | -60.8% | -14.0% |
| 3Y | -13.7% | +78.8% | -92.5% | -35.0% |
| 5Y | -35.2% | +113.1% | -148.2% | -56.3% |
| 10Y | +281.8% | +505.9% | -224.1% | +47.4% |
| All | +2,894.9% | +916.3% | +1,978.6% | +664.0% |
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