-12.4%
DXCM vs BUD
+50.7%
-63.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | +6.3% | -5.7% | +12.0% | +7.2% |
| 3M | +21.1% | +3.1% | +18.0% | +20.3% |
| 6M | +20.6% | +7.9% | +12.7% | +18.6% |
| YTD | +32.4% | +27.3% | +5.1% | +26.6% |
| 1Y | +8.8% | +37.8% | -29.0% | +2.4% |
| All | -12.4% | +50.7% | -63.1% | -17.1% |
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