+44.6%
DXCM vs BN
-3.9%
+48.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.1% | +0.6% | +4.9% |
| 7D | +12.5% | +12.0% | +0.6% | +9.2% |
| 30D | +1.8% | +17.0% | -15.2% | -2.3% |
| 3M | +1.8% | -3.2% | +5.0% | +2.3% |
| 6M | +47.4% | -3.9% | +51.2% | +47.2% |
| YTD | +33.3% | -5.6% | +38.9% | +31.3% |
| 1Y | +44.6% | -4.7% | +49.4% | +42.1% |
| All | +44.6% | -3.9% | +48.5% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling