+12.9%
DXCM vs BIYA
-99.9%
+112.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +4.9% | +9.0% | -4.1% | +5.0% |
| 30D | -0.2% | -12.9% | +12.8% | -0.3% |
| 3M | -8.9% | -54.7% | +45.8% | -9.4% |
| 6M | +42.3% | -85.1% | +127.3% | +42.6% |
| YTD | +25.6% | -96.9% | +122.4% | +26.2% |
| 1Y | +39.5% | -98.5% | +138.1% | +39.7% |
| All | +12.9% | -99.9% | +112.8% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling