-18.3%
DXCM vs BNS
+151.8%
-170.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -9.2% | -3.2% | -6.0% | -8.4% |
| 30D | -6.5% | +5.1% | -11.6% | -7.4% |
| 3M | -10.3% | +6.0% | -16.2% | -11.5% |
| 6M | +35.4% | +23.4% | +12.1% | +27.3% |
| YTD | +21.1% | +30.4% | -9.4% | +11.8% |
| 1Y | +38.2% | +44.0% | -5.7% | +24.5% |
| All | -18.3% | +151.8% | -170.1% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling