+393.1%
DXCM vs BP
+133.4%
+259.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | -9.2% | -0.8% | -8.4% | -9.1% |
| 30D | -6.5% | -3.1% | -3.3% | -6.2% |
| 3M | -10.3% | +6.2% | -16.4% | -11.4% |
| 6M | +35.4% | +4.8% | +30.6% | +33.7% |
| YTD | +21.1% | +35.2% | -14.1% | +14.0% |
| 1Y | +38.2% | +27.4% | +10.8% | +31.4% |
| 3Y | -14.6% | +49.8% | -64.3% | -21.9% |
| 5Y | -49.6% | +109.4% | -159.0% | -57.4% |
| 10Y | +393.1% | +135.7% | +257.4% | +310.7% |
| All | +393.1% | +133.4% | +259.7% | +310.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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