+4,776.6%
DXCM vs BR
+1,321.0%
+3,455.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | +0.1% |
| 7D | -3.2% | -5.3% | +2.1% | +0.1% |
| 30D | +6.3% | +6.4% | -0.1% | +2.1% |
| 3M | +21.1% | +13.6% | +7.4% | +11.3% |
| 6M | +20.6% | -6.7% | +27.3% | +24.2% |
| YTD | +32.4% | -21.1% | +53.5% | +50.3% |
| 1Y | +8.8% | -29.6% | +38.4% | +32.5% |
| 3Y | -13.7% | -2.4% | -11.4% | -17.0% |
| 5Y | -35.2% | +11.2% | -46.4% | -43.3% |
| 10Y | +281.8% | +191.8% | +90.0% | +71.5% |
| All | +4,776.6% | +1,321.0% | +3,455.6% | +685.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling