+384.5%
DXCM vs BNS
+187.6%
+196.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +4.9% | +0.9% | +4.0% | +4.6% |
| 30D | -0.2% | +2.8% | -2.9% | -1.1% |
| 3M | -8.9% | +3.0% | -11.9% | -10.1% |
| 6M | +42.3% | +23.3% | +19.0% | +31.0% |
| YTD | +25.6% | +29.3% | -3.8% | +13.4% |
| 1Y | +39.5% | +41.7% | -2.1% | +21.9% |
| 3Y | -15.3% | +147.7% | -163.0% | -40.7% |
| 5Y | -48.4% | +79.4% | -127.8% | -59.3% |
| All | +384.5% | +187.6% | +196.9% | +212.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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