+257.0%
DXCM vs BR
+189.7%
+67.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -5.5% | -3.0% | -2.6% | -3.9% |
| 30D | -8.6% | -0.3% | -8.3% | -8.5% |
| 3M | +10.3% | +17.3% | -7.0% | +0.5% |
| 6M | +25.2% | -6.7% | +31.9% | +29.1% |
| YTD | +25.1% | -23.4% | +48.5% | +43.3% |
| 1Y | +9.2% | -32.7% | +41.9% | +34.9% |
| 3Y | -22.6% | -5.9% | -16.7% | -23.7% |
| 5Y | -39.5% | +8.4% | -48.0% | -46.6% |
| All | +257.0% | +189.7% | +67.3% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling