+257.0%
DXCM vs BNY
+416.3%
-159.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.5% | -1.3% | -4.2% | -5.1% |
| 30D | -8.6% | -0.2% | -8.4% | -8.6% |
| 3M | +10.3% | +14.9% | -4.6% | +4.5% |
| 6M | +25.2% | +40.0% | -14.8% | +10.3% |
| YTD | +25.1% | +42.0% | -16.9% | +9.6% |
| 1Y | +9.2% | +56.9% | -47.6% | -7.7% |
| 3Y | -22.6% | +289.9% | -312.5% | -52.4% |
| 5Y | -39.5% | +259.2% | -298.7% | -62.4% |
| All | +257.0% | +416.3% | -159.3% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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