+423.1%
DXCM vs BN
+289.4%
+133.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.8% | +0.4% |
| 7D | -4.4% | +3.6% | -8.0% | -5.8% |
| 30D | -3.6% | +15.9% | -19.5% | -9.7% |
| 3M | -4.3% | -2.3% | -2.0% | -3.4% |
| 6M | +33.8% | -8.4% | +42.2% | +38.3% |
| YTD | +22.1% | -5.9% | +28.0% | +23.7% |
| 1Y | +47.4% | -5.6% | +53.0% | +48.8% |
| 3Y | -12.3% | +104.2% | -116.5% | -40.2% |
| 5Y | -49.1% | +35.5% | -84.6% | -58.5% |
| 10Y | +423.1% | +285.2% | +137.9% | +157.6% |
| All | +423.1% | +289.4% | +133.8% | +157.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling