-36.3%
DXCM vs BUD
+46.3%
-82.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | +6.3% | -5.7% | +12.0% | +8.2% |
| 3M | +21.1% | +3.1% | +18.0% | +19.6% |
| 6M | +20.6% | +7.9% | +12.7% | +17.0% |
| YTD | +32.4% | +27.3% | +5.1% | +21.2% |
| 1Y | +8.8% | +37.8% | -29.0% | -3.4% |
| 3Y | -13.7% | +49.8% | -63.6% | -27.6% |
| All | -36.3% | +46.3% | -82.6% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling