+2,623.0%
DXCM vs BP
+118.3%
+2,504.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -3.7% | -6.3% | +2.6% | -1.7% |
| 30D | -5.0% | -3.6% | -1.4% | -4.2% |
| 3M | -8.8% | +5.2% | -14.1% | -11.1% |
| 6M | +31.9% | +5.3% | +26.5% | +28.0% |
| YTD | +20.4% | +33.1% | -12.7% | +6.6% |
| 1Y | +45.7% | +26.3% | +19.4% | +31.2% |
| 3Y | -15.0% | +47.5% | -62.5% | -29.3% |
| 5Y | -48.5% | +106.2% | -154.6% | -63.8% |
| 10Y | +411.2% | +127.0% | +284.3% | +200.7% |
| All | +2,623.0% | +118.3% | +2,504.7% | +1,173.7% |
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