+9.2%
DXCM vs BNY
+59.3%
-50.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.5% | -1.3% | -4.2% | -5.2% |
| 30D | -8.6% | -0.2% | -8.4% | -8.5% |
| 3M | +10.3% | +14.9% | -4.6% | +4.7% |
| 6M | +25.2% | +40.0% | -14.8% | +7.9% |
| YTD | +25.1% | +42.0% | -16.9% | +6.9% |
| 1Y | +9.2% | +56.9% | -47.6% | -9.8% |
| All | +9.2% | +59.3% | -50.0% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling