+47.8%
DXCM vs BWA
+15.7%
+32.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.4% | -3.3% | +2.2% |
| 7D | -4.4% | -0.6% | -3.8% | -4.4% |
| 30D | -3.6% | -16.1% | +12.5% | -3.9% |
| 3M | -4.3% | -24.6% | +20.3% | -4.6% |
| 6M | +33.8% | -15.7% | +49.4% | +32.4% |
| YTD | +22.1% | +15.1% | +7.1% | +9.5% |
| All | +47.8% | +15.7% | +32.1% | +32.8% |
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