-49.6%
DXCM vs BNS
+81.8%
-131.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -9.2% | -3.2% | -6.0% | -7.9% |
| 30D | -6.5% | +5.1% | -11.6% | -8.3% |
| 3M | -10.3% | +6.0% | -16.2% | -12.7% |
| 6M | +35.4% | +23.4% | +12.1% | +22.4% |
| YTD | +21.1% | +30.4% | -9.4% | +6.5% |
| 1Y | +38.2% | +44.0% | -5.7% | +16.2% |
| 3Y | -14.6% | +150.3% | -164.9% | -46.5% |
| 5Y | -49.6% | +83.0% | -132.6% | -60.1% |
| All | -49.6% | +81.8% | -131.4% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling