+2,780.1%
DXCM vs BNY
+773.7%
+2,006.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.3% |
| 7D | -6.2% | +1.5% | -7.7% | -6.8% |
| 30D | -0.3% | +3.3% | -3.6% | -1.7% |
| 3M | +10.3% | +15.3% | -5.0% | +3.4% |
| 6M | +24.1% | +42.5% | -18.3% | +6.4% |
| YTD | +27.4% | +42.0% | -14.7% | +9.2% |
| 1Y | +8.4% | +59.3% | -50.9% | -11.5% |
| 3Y | -19.0% | +291.2% | -310.2% | -54.9% |
| 5Y | -38.6% | +252.1% | -290.6% | -64.8% |
| 10Y | +252.9% | +407.1% | -154.2% | +60.2% |
| All | +2,780.1% | +773.7% | +2,006.3% | +730.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling