+2,894.9%
DXCM vs BNS
+654.4%
+2,240.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.4% |
| 7D | -3.2% | +1.5% | -4.8% | -4.1% |
| 30D | +6.3% | +6.0% | +0.4% | +2.5% |
| 3M | +21.1% | +16.3% | +4.7% | +10.3% |
| 6M | +20.6% | +28.8% | -8.2% | +3.6% |
| YTD | +32.4% | +30.0% | +2.5% | +13.0% |
| 1Y | +8.8% | +50.7% | -41.9% | -14.9% |
| 3Y | -13.7% | +125.4% | -139.1% | -47.7% |
| 5Y | -35.2% | +94.2% | -129.4% | -57.4% |
| 10Y | +281.8% | +182.8% | +99.0% | +84.7% |
| All | +2,894.9% | +654.4% | +2,240.5% | +725.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling