-49.6%
DXCM vs BUD
+50.1%
-99.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -3.6% | -1.6% | -2.1% | -3.1% |
| 30D | -4.3% | +6.7% | -11.0% | -6.3% |
| 3M | -10.4% | +5.9% | -16.2% | -12.1% |
| 6M | +33.1% | +5.1% | +28.1% | +30.3% |
| YTD | +22.6% | +32.9% | -10.2% | +9.9% |
| 1Y | +36.5% | +31.8% | +4.7% | +22.6% |
| 3Y | -13.5% | +47.4% | -60.8% | -27.4% |
| 5Y | -49.6% | +50.8% | -100.5% | -60.7% |
| All | -49.6% | +50.1% | -99.8% | -60.7% |
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