+252.9%
DXCM vs BN
+259.6%
-6.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.3% | -2.7% |
| 7D | -6.2% | -1.2% | -5.0% | -5.7% |
| 30D | -0.3% | -10.9% | +10.7% | +5.0% |
| 3M | +10.3% | -11.1% | +21.4% | +16.2% |
| 6M | +24.1% | -4.4% | +28.5% | +25.7% |
| YTD | +27.4% | -14.1% | +41.5% | +34.5% |
| 1Y | +8.4% | -11.1% | +19.4% | +11.9% |
| 3Y | -19.0% | +75.6% | -94.5% | -41.3% |
| 5Y | -38.6% | +35.8% | -74.4% | -50.1% |
| 10Y | +252.9% | +261.6% | -8.6% | +71.1% |
| All | +252.9% | +259.6% | -6.6% | +71.1% |
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 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