+257.0%
DXCM vs BNS
+188.9%
+68.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -2.0% |
| 7D | -5.5% | -0.4% | -5.1% | -5.4% |
| 30D | -8.6% | +3.5% | -12.0% | -9.8% |
| 3M | +10.3% | +14.1% | -3.7% | +4.7% |
| 6M | +25.2% | +33.8% | -8.6% | +12.0% |
| YTD | +25.1% | +29.5% | -4.4% | +13.1% |
| 1Y | +9.2% | +48.4% | -39.2% | -6.2% |
| 3Y | -22.6% | +129.6% | -152.2% | -44.2% |
| 5Y | -39.5% | +96.1% | -135.6% | -53.6% |
| All | +257.0% | +188.9% | +68.1% | +135.0% |
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