-38.6%
DXCM vs BIDU
-44.5%
+5.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.0% | +3.1% | -2.6% |
| 7D | -6.2% | -2.4% | -3.8% | -5.9% |
| 30D | -0.3% | -15.6% | +15.4% | +2.4% |
| 3M | +10.3% | -22.3% | +32.6% | +14.8% |
| 6M | +24.1% | -22.3% | +46.4% | +27.8% |
| YTD | +27.4% | -29.2% | +56.5% | +32.9% |
| 1Y | +8.4% | -14.8% | +23.2% | +8.3% |
| 3Y | -19.0% | -31.8% | +12.8% | -17.5% |
| 5Y | -38.6% | -43.1% | +4.5% | -37.3% |
| All | -38.6% | -44.5% | +5.9% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling