-12.4%
DXCM vs BN
+77.7%
-90.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -3.2% | -2.5% | -0.7% | -2.4% |
| 30D | +6.3% | -9.5% | +15.8% | +9.8% |
| 3M | +21.1% | -10.4% | +31.5% | +25.4% |
| 6M | +20.6% | -6.4% | +26.9% | +22.4% |
| YTD | +32.4% | -11.9% | +44.3% | +36.5% |
| 1Y | +8.8% | -8.6% | +17.5% | +10.1% |
| All | -12.4% | +77.7% | -90.0% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling