-50.1%
DXCM vs S
-67.4%
+17.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.6% | -7.6% | -6.3% |
| 7D | -3.5% | -13.4% | +9.9% | -0.5% |
| 30D | -5.8% | -14.0% | +8.2% | -3.1% |
| 3M | -4.3% | +4.9% | -9.2% | -6.6% |
| 6M | +31.6% | +42.0% | -10.4% | +19.1% |
| YTD | +19.6% | +45.1% | -25.5% | +6.6% |
| 1Y | +36.9% | +33.1% | +3.8% | +23.8% |
| 3Y | -16.3% | +40.6% | -56.9% | -29.3% |
| All | -50.1% | -67.4% | +17.3% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling