+423.1%
DXCM vs BLDR
+602.6%
-179.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.5% | -3.4% | +0.8% |
| 7D | -4.4% | -2.7% | -1.6% | -3.7% |
| 30D | -3.6% | +24.8% | -28.4% | -8.6% |
| 3M | -4.3% | -11.7% | +7.3% | -2.2% |
| 6M | +33.8% | -14.8% | +48.5% | +36.6% |
| YTD | +22.1% | -35.9% | +58.0% | +31.6% |
| 1Y | +47.4% | -39.7% | +87.1% | +60.7% |
| 3Y | -12.3% | -45.6% | +33.3% | -8.1% |
| 5Y | -49.1% | -2.5% | -46.6% | -55.8% |
| 10Y | +423.1% | +597.4% | -174.2% | +125.6% |
| All | +423.1% | +602.6% | -179.4% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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