-18.3%
DXCM vs S
+51.7%
-70.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | -9.2% | +1.2% | -10.4% | -9.4% |
| 30D | -6.5% | -7.3% | +0.8% | -5.6% |
| 3M | -10.3% | +5.9% | -16.1% | -12.1% |
| 6M | +35.4% | +45.6% | -10.2% | +24.5% |
| YTD | +21.1% | +58.5% | -37.5% | +8.7% |
| 1Y | +38.2% | +37.6% | +0.6% | +27.2% |
| All | -18.3% | +51.7% | -70.0% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling