-17.2%
DXCM vs BP
+50.2%
-67.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.2% |
| 7D | -3.6% | +2.5% | -6.1% | -3.7% |
| 30D | -4.3% | -5.6% | +1.3% | -4.2% |
| 3M | -10.4% | +8.0% | -18.4% | -11.2% |
| 6M | +33.1% | +5.7% | +27.5% | +31.9% |
| YTD | +22.6% | +36.8% | -14.2% | +17.3% |
| 1Y | +36.5% | +30.7% | +5.8% | +31.4% |
| All | -17.2% | +50.2% | -67.5% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling