-16.3%
DXCM vs BLDR
-50.4%
+34.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.5% | -1.5% | -5.4% |
| 7D | -3.5% | -3.7% | +0.2% | -3.0% |
| 30D | -5.8% | +16.8% | -22.6% | -7.4% |
| 3M | -4.3% | -13.7% | +9.4% | -3.0% |
| 6M | +31.6% | -21.9% | +53.4% | +34.2% |
| YTD | +19.6% | -39.2% | +58.9% | +24.1% |
| 1Y | +36.9% | -42.6% | +79.5% | +42.8% |
| 3Y | -16.3% | -50.2% | +33.9% | -17.1% |
| All | -16.3% | -50.4% | +34.2% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling