-19.0%
DXCM vs BIDU
-32.1%
+13.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.0% | +3.1% | -3.1% |
| 7D | -6.2% | -2.4% | -3.8% | -6.0% |
| 30D | -0.3% | -15.6% | +15.4% | +1.4% |
| 3M | +10.3% | -22.3% | +32.6% | +13.1% |
| 6M | +24.1% | -22.3% | +46.4% | +26.1% |
| YTD | +27.4% | -29.2% | +56.5% | +30.7% |
| 1Y | +8.4% | -14.8% | +23.2% | +8.2% |
| 3Y | -19.0% | -31.8% | +12.8% | -16.5% |
| All | -19.0% | -32.1% | +13.1% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 3y: compounded portfolio wealth divided by compounded BIDU 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…
3y analysis · Full analysis span regression · 6 months rolling