+2,894.9%
DXCM vs BP
+114.5%
+2,780.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -3.2% | +3.9% | -7.2% | -4.5% |
| 30D | +6.3% | +7.6% | -1.3% | +3.6% |
| 3M | +21.1% | +0.7% | +20.4% | +20.2% |
| 6M | +20.6% | +15.5% | +5.1% | +13.3% |
| YTD | +32.4% | +30.8% | +1.6% | +18.7% |
| 1Y | +8.8% | +34.3% | -25.5% | -3.8% |
| 3Y | -13.7% | +35.1% | -48.8% | -25.6% |
| 5Y | -35.2% | +126.8% | -162.0% | -56.1% |
| 10Y | +281.8% | +123.4% | +158.4% | +126.7% |
| All | +2,894.9% | +114.5% | +2,780.3% | +1,318.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling