+8.4%
DXCM vs BWA
+53.0%
-44.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.8% |
| 7D | -6.2% | +4.3% | -10.5% | -6.4% |
| 30D | -0.3% | -2.9% | +2.6% | -0.2% |
| 3M | +10.3% | -12.4% | +22.7% | +11.9% |
| 6M | +24.1% | +28.6% | -4.4% | +19.0% |
| YTD | +27.4% | +48.2% | -20.9% | +10.0% |
| 1Y | +8.4% | +50.9% | -42.6% | -8.9% |
| All | +8.4% | +53.0% | -44.7% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling