+252.9%
DXCM vs BP
+126.3%
+126.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.4% | -6.3% | -4.2% |
| 7D | -6.2% | +0.9% | -7.1% | -6.4% |
| 30D | -0.3% | +9.1% | -9.4% | -1.7% |
| 3M | +10.3% | +3.9% | +6.4% | +9.4% |
| 6M | +24.1% | +13.6% | +10.5% | +20.9% |
| YTD | +27.4% | +34.0% | -6.7% | +20.5% |
| 1Y | +8.4% | +39.2% | -30.8% | +1.7% |
| 3Y | -19.0% | +36.4% | -55.4% | -24.5% |
| 5Y | -38.6% | +135.8% | -174.4% | -49.2% |
| 10Y | +252.9% | +125.0% | +127.9% | +189.6% |
| All | +252.9% | +126.3% | +126.7% | +189.6% |
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