+38.2%
DXCM vs BP
+27.8%
+10.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.7% |
| 7D | -9.2% | -0.8% | -8.4% | -9.3% |
| 30D | -6.5% | -3.1% | -3.3% | -7.0% |
| 3M | -10.3% | +6.2% | -16.4% | -10.4% |
| 6M | +35.4% | +4.8% | +30.6% | +34.2% |
| YTD | +21.1% | +35.2% | -14.1% | +21.4% |
| 1Y | +38.2% | +27.4% | +10.8% | +39.5% |
| All | +38.2% | +27.8% | +10.4% | +39.5% |
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