+2,888.8%
DXCM vs BIDU
+1,127.7%
+1,761.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | -4.4% | +5.4% | -9.7% | -5.6% |
| 30D | -3.6% | -5.0% | +1.4% | -2.4% |
| 3M | -4.3% | -26.1% | +21.8% | +2.4% |
| 6M | +33.8% | -42.6% | +76.3% | +50.8% |
| YTD | +22.1% | -38.0% | +60.1% | +33.8% |
| 1Y | +47.4% | -35.7% | +83.1% | +59.4% |
| 3Y | -12.3% | -22.9% | +10.7% | -13.5% |
| 5Y | -49.1% | -49.9% | +0.8% | -47.7% |
| 10Y | +423.1% | -52.0% | +475.1% | +396.4% |
| All | +2,888.8% | +1,127.7% | +1,761.0% | +1,288.8% |
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