+2,712.8%
DXCM vs BLDR
+414.6%
+2,298.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.6% |
| 7D | -3.2% | -2.8% | -0.4% | -2.6% |
| 30D | +6.3% | -13.3% | +19.6% | +9.5% |
| 3M | +21.1% | -12.3% | +33.3% | +23.6% |
| 6M | +20.6% | -31.5% | +52.0% | +29.5% |
| YTD | +32.4% | -36.1% | +68.5% | +43.3% |
| 1Y | +8.8% | -54.1% | +62.9% | +26.2% |
| 3Y | -13.7% | -55.8% | +42.0% | -3.9% |
| 5Y | -35.2% | +20.7% | -55.9% | -44.1% |
| 10Y | +281.8% | +390.2% | -108.4% | +114.1% |
| All | +2,712.8% | +414.6% | +2,298.2% | +729.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling