+2,673.1%
DXCM vs BP
+124.4%
+2,548.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.9% |
| 7D | -3.6% | +2.5% | -6.1% | -4.4% |
| 30D | -4.3% | -5.6% | +1.3% | -2.8% |
| 3M | -10.4% | +8.0% | -18.4% | -13.3% |
| 6M | +33.1% | +5.7% | +27.5% | +29.2% |
| YTD | +22.6% | +36.8% | -14.2% | +7.6% |
| 1Y | +36.5% | +30.7% | +5.8% | +21.5% |
| 3Y | -13.5% | +51.6% | -65.1% | -28.7% |
| 5Y | -49.6% | +112.2% | -161.9% | -65.0% |
| 10Y | +399.5% | +138.6% | +260.9% | +188.0% |
| All | +2,673.1% | +124.4% | +2,548.7% | +1,185.4% |
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