-17.7%
DXCM vs S
-56.8%
+39.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -3.2% | -7.7% | +4.5% | -1.6% |
| 30D | +6.3% | -5.3% | +11.7% | +7.2% |
| 3M | +21.1% | +20.3% | +0.8% | +15.4% |
| 6M | +20.6% | +47.4% | -26.8% | +8.8% |
| YTD | +32.4% | +32.5% | -0.1% | +22.0% |
| 1Y | +8.8% | +9.5% | -0.7% | +3.7% |
| 3Y | -13.7% | +15.5% | -29.3% | -22.6% |
| 5Y | -35.2% | -71.2% | +36.0% | -27.9% |
| All | -17.7% | -56.8% | +39.1% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling