+423.1%
DXCM vs BWA
+101.5%
+321.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.4% | -3.3% | +0.8% |
| 7D | -4.4% | -0.6% | -3.8% | -4.3% |
| 30D | -3.6% | -16.1% | +12.5% | +0.3% |
| 3M | -4.3% | -24.6% | +20.3% | +1.8% |
| 6M | +33.8% | -15.7% | +49.4% | +36.9% |
| YTD | +22.1% | +15.1% | +7.1% | +13.2% |
| 1Y | +47.4% | +15.9% | +31.5% | +36.2% |
| 3Y | -12.3% | +67.1% | -79.3% | -28.5% |
| 5Y | -49.1% | +34.7% | -83.8% | -57.4% |
| 10Y | +423.1% | +99.5% | +323.6% | +289.5% |
| All | +423.1% | +101.5% | +321.6% | +289.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling