-15.3%
DXCM vs BN
+96.7%
-112.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +3.0% |
| 7D | +4.9% | -1.0% | +5.9% | +5.3% |
| 30D | -0.2% | +14.0% | -14.1% | -4.5% |
| 3M | -8.9% | -9.0% | +0.1% | -5.9% |
| 6M | +42.3% | -8.8% | +51.1% | +46.2% |
| YTD | +25.6% | -10.3% | +35.8% | +28.8% |
| 1Y | +39.5% | -5.8% | +45.3% | +40.4% |
| 3Y | -15.3% | +94.8% | -110.0% | -33.1% |
| All | -15.3% | +96.7% | -112.0% | -33.1% |
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 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