+31.6%
DXCM vs S
+39.0%
-7.4%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.6% | -7.6% | -6.2% |
| 7D | -3.5% | -13.4% | +9.9% | -1.7% |
| 30D | -5.8% | -14.0% | +8.2% | -4.0% |
| 3M | -4.3% | +4.9% | -9.2% | -6.3% |
| 6M | +31.6% | +42.0% | -10.4% | +21.6% |
| All | +31.6% | +39.0% | -7.4% | +21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling