-16.3%
DXCM vs SAN
+235.5%
-251.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.2% | -3.7% | -5.4% |
| 7D | -3.5% | +4.9% | -8.4% | -4.5% |
| 30D | -5.8% | -13.0% | +7.2% | -2.8% |
| 3M | -4.3% | -18.9% | +14.5% | +0.1% |
| 6M | +31.6% | -4.1% | +35.7% | +31.4% |
| YTD | +19.6% | +2.6% | +17.1% | +16.7% |
| 1Y | +36.9% | +16.9% | +19.9% | +28.9% |
| 3Y | -16.3% | +239.1% | -255.3% | -36.8% |
| All | -16.3% | +235.5% | -251.8% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling