+373.3%
DXCM vs SAN
+267.7%
+105.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.9% |
| 7D | -3.6% | +1.0% | -4.6% | -3.9% |
| 30D | -4.3% | -9.4% | +5.1% | -2.5% |
| 3M | -10.4% | -17.1% | +6.8% | -7.1% |
| 6M | +33.1% | +2.2% | +31.0% | +31.7% |
| YTD | +22.6% | +6.0% | +16.6% | +19.9% |
| 1Y | +36.5% | +12.7% | +23.8% | +31.7% |
| 3Y | -13.5% | +242.1% | -255.6% | -33.8% |
| 5Y | -49.6% | +293.6% | -343.2% | -63.6% |
| All | +373.3% | +267.7% | +105.6% | +223.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling