+47.8%
DXCM vs BP
+28.1%
+19.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -4.4% | -6.9% | +2.5% | -5.0% |
| 30D | -3.6% | -3.6% | 0.0% | -4.2% |
| 3M | -4.3% | +8.4% | -12.8% | -4.6% |
| 6M | +33.8% | +5.3% | +28.4% | +32.8% |
| YTD | +22.1% | +33.2% | -11.0% | +21.8% |
| All | +47.8% | +28.1% | +19.7% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling