-36.3%
DXCM vs BWA
+91.4%
-127.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.7% |
| 7D | -3.2% | +5.7% | -8.9% | -4.5% |
| 30D | +6.3% | +1.4% | +4.9% | +5.8% |
| 3M | +21.1% | -12.1% | +33.2% | +24.6% |
| 6M | +20.6% | +28.6% | -8.0% | +10.8% |
| YTD | +32.4% | +51.1% | -18.7% | +13.4% |
| 1Y | +8.8% | +55.9% | -47.0% | -7.8% |
| 3Y | -13.7% | +70.1% | -83.9% | -31.1% |
| All | -36.3% | +91.4% | -127.6% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling