-18.3%
DXCM vs BUD
+48.3%
-66.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.9% |
| 7D | -9.2% | +0.5% | -9.7% | -9.3% |
| 30D | -6.5% | +7.4% | -13.9% | -7.6% |
| 3M | -10.3% | +4.3% | -14.6% | -11.0% |
| 6M | +35.4% | +5.3% | +30.1% | +33.8% |
| YTD | +21.1% | +33.2% | -12.2% | +14.3% |
| 1Y | +38.2% | +31.8% | +6.5% | +30.7% |
| All | -18.3% | +48.3% | -66.6% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling