+404.2%
DXCM vs BP
+131.5%
+272.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.9% |
| 7D | -3.5% | -11.6% | +8.1% | -1.8% |
| 30D | -5.8% | 0.0% | -5.8% | -6.0% |
| 3M | -4.3% | +6.7% | -11.1% | -5.7% |
| 6M | +31.6% | +2.2% | +29.4% | +30.4% |
| YTD | +19.6% | +33.0% | -13.3% | +13.0% |
| 1Y | +36.9% | +30.7% | +6.1% | +29.5% |
| 3Y | -16.3% | +44.2% | -60.5% | -22.9% |
| 5Y | -50.0% | +105.1% | -155.2% | -57.5% |
| All | +404.2% | +131.5% | +272.7% | +334.6% |
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