-21.2%
DXCM vs BNY
+286.9%
-308.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -5.8% | -1.1% | -4.7% | -5.4% |
| 30D | -5.6% | +1.4% | -7.0% | -6.2% |
| 3M | +13.0% | +16.8% | -3.8% | +4.9% |
| 6M | +24.7% | +42.0% | -17.3% | +5.1% |
| YTD | +27.3% | +41.9% | -14.6% | +7.2% |
| 1Y | +11.2% | +59.2% | -48.0% | -11.5% |
| All | -21.2% | +286.9% | -308.1% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling