+36.9%
DXCM vs S
+31.6%
+5.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.6% | -7.6% | -6.1% |
| 7D | -3.5% | -13.4% | +9.9% | -2.2% |
| 30D | -5.8% | -14.0% | +8.2% | -4.5% |
| 3M | -4.3% | +4.9% | -9.2% | -5.5% |
| 6M | +31.6% | +42.0% | -10.4% | +26.9% |
| YTD | +19.6% | +45.1% | -25.5% | +15.0% |
| 1Y | +36.9% | +33.1% | +3.8% | +31.1% |
| All | +36.9% | +31.6% | +5.2% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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