+45.7%
DXCM vs BUD
+38.6%
+7.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | -3.7% | +6.0% | -9.7% | -4.6% |
| 30D | -5.0% | +11.3% | -16.3% | -6.4% |
| 3M | -8.8% | +3.6% | -12.4% | -9.5% |
| 6M | +31.9% | +7.7% | +24.1% | +29.7% |
| YTD | +20.4% | +36.4% | -15.9% | +15.3% |
| 1Y | +45.7% | +37.8% | +7.9% | +39.2% |
| All | +45.7% | +38.6% | +7.1% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling