+2,605.6%
DXCM vs BN
+1,649.5%
+956.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.5% |
| 7D | -3.5% | +5.3% | -8.8% | -6.1% |
| 30D | -5.8% | +11.9% | -17.7% | -11.4% |
| 3M | -4.3% | -5.7% | +1.4% | -1.4% |
| 6M | +31.6% | -10.6% | +42.2% | +38.9% |
| YTD | +19.6% | -9.4% | +29.0% | +23.9% |
| 1Y | +36.9% | -8.8% | +45.6% | +40.9% |
| 3Y | -16.3% | +95.6% | -111.9% | -46.6% |
| 5Y | -50.0% | +30.2% | -80.2% | -60.5% |
| 10Y | +413.2% | +277.0% | +136.1% | +94.1% |
| All | +2,605.6% | +1,649.5% | +956.1% | +241.9% |
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 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