+2,894.9%
DXCM vs BN
+1,601.2%
+1,293.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -3.2% | -2.5% | -0.7% | -1.9% |
| 30D | +6.3% | -9.5% | +15.8% | +12.2% |
| 3M | +21.1% | -10.4% | +31.5% | +28.4% |
| 6M | +20.6% | -6.4% | +26.9% | +23.8% |
| YTD | +32.4% | -11.9% | +44.3% | +39.4% |
| 1Y | +8.8% | -8.6% | +17.5% | +11.4% |
| 3Y | -13.7% | +77.6% | -91.3% | -42.3% |
| 5Y | -35.2% | +37.0% | -72.2% | -50.5% |
| 10Y | +281.8% | +266.4% | +15.4% | +46.9% |
| All | +2,894.9% | +1,601.2% | +1,293.7% | +284.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling