+2,605.6%
DXCM vs BWA
+495.9%
+2,109.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.7% | -8.7% | -6.9% |
| 7D | -3.5% | -5.5% | +2.0% | -1.7% |
| 30D | -5.8% | -21.7% | +15.9% | +2.6% |
| 3M | -4.3% | -25.6% | +21.3% | +5.4% |
| 6M | +31.6% | -17.4% | +49.0% | +37.2% |
| YTD | +19.6% | +9.2% | +10.5% | +10.0% |
| 1Y | +36.9% | +9.7% | +27.1% | +25.5% |
| 3Y | -16.3% | +54.6% | -70.9% | -34.9% |
| 5Y | -50.0% | +26.8% | -76.8% | -59.4% |
| 10Y | +413.2% | +89.0% | +324.2% | +211.2% |
| All | +2,605.6% | +495.9% | +2,109.7% | +819.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling