-48.1%
DXCM vs BR
+18.8%
-66.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.1% |
| 7D | +4.9% | +1.1% | +3.9% | +4.3% |
| 30D | -0.2% | +14.4% | -14.5% | -7.3% |
| 3M | -8.9% | +12.4% | -21.3% | -14.9% |
| 6M | +42.3% | +35.4% | +6.8% | +19.5% |
| YTD | +25.6% | -12.2% | +37.7% | +33.5% |
| 1Y | +39.5% | -12.7% | +52.3% | +48.9% |
| 3Y | -15.3% | +14.3% | -29.5% | -26.9% |
| All | -48.1% | +18.8% | -66.9% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling