+2,862.2%
DXCM vs BIDU
+1,108.5%
+1,753.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -9.2% | -0.8% | -8.4% | -9.1% |
| 30D | -6.5% | -5.4% | -1.1% | -5.2% |
| 3M | -10.3% | -24.7% | +14.5% | -4.3% |
| 6M | +35.4% | -45.3% | +80.7% | +54.6% |
| YTD | +21.1% | -39.0% | +60.0% | +33.1% |
| 1Y | +38.2% | -39.6% | +77.8% | +51.9% |
| 3Y | -14.6% | -24.7% | +10.1% | -15.3% |
| 5Y | -49.6% | -52.3% | +2.7% | -47.5% |
| 10Y | +393.1% | -51.1% | +444.1% | +365.7% |
| All | +2,862.2% | +1,108.5% | +1,753.7% | +1,281.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling