+404.2%
DXCM vs BUD
-9.0%
+413.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.5% | -5.6% |
| 7D | -3.5% | +4.5% | -8.0% | -4.5% |
| 30D | -5.8% | +12.5% | -18.3% | -8.6% |
| 3M | -4.3% | 0.0% | -4.3% | -4.5% |
| 6M | +31.6% | +3.8% | +27.8% | +29.9% |
| YTD | +19.6% | +33.1% | -13.4% | +10.3% |
| 1Y | +36.9% | +35.5% | +1.4% | +25.5% |
| 3Y | -16.3% | +49.4% | -65.7% | -26.2% |
| 5Y | -50.0% | +48.0% | -98.1% | -56.3% |
| All | +404.2% | -9.0% | +413.2% | +327.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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