-50.1%
DXCM vs BWA
+26.5%
-76.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.7% | -8.7% | -6.6% |
| 7D | -3.5% | -5.5% | +2.0% | -2.3% |
| 30D | -5.8% | -21.7% | +15.9% | -0.3% |
| 3M | -4.3% | -25.6% | +21.3% | +2.1% |
| 6M | +31.6% | -17.4% | +49.0% | +34.5% |
| YTD | +19.6% | +9.2% | +10.5% | +9.8% |
| 1Y | +36.9% | +9.7% | +27.1% | +25.3% |
| 3Y | -16.3% | +54.6% | -70.9% | -34.2% |
| All | -50.1% | +26.5% | -76.6% | -63.4% |
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