+14.5%
DXCM vs BIYA
-99.8%
+114.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.8% |
| 7D | -5.8% | -1.3% | -4.5% | -5.8% |
| 30D | -5.6% | -15.9% | +10.3% | -5.8% |
| 3M | +13.0% | -81.2% | +94.3% | +12.5% |
| 6M | +24.7% | -88.2% | +112.9% | +25.9% |
| YTD | +27.3% | -94.1% | +121.5% | +28.5% |
| 1Y | +11.2% | -98.7% | +109.9% | +12.3% |
| All | +14.5% | -99.8% | +114.3% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling