-21.8%
DXCM vs BR
-5.1%
-16.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -6.5% | -5.0% | -1.5% | -4.7% |
| 30D | -4.3% | -2.5% | -1.8% | -3.5% |
| 3M | +7.3% | +13.5% | -6.2% | +2.4% |
| 6M | +22.0% | -9.4% | +31.4% | +24.6% |
| YTD | +26.4% | -23.3% | +49.7% | +36.3% |
| 1Y | +7.0% | -31.6% | +38.6% | +20.7% |
| All | -21.8% | -5.1% | -16.7% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling