+2,894.9%
DXCM vs SAN
+305.3%
+2,589.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -3.2% | +1.8% | -5.0% | -3.8% |
| 30D | +6.3% | +2.0% | +4.4% | +5.6% |
| 3M | +21.1% | +19.7% | +1.4% | +13.0% |
| 6M | +20.6% | +30.6% | -10.1% | +8.7% |
| YTD | +32.4% | +28.8% | +3.6% | +19.3% |
| 1Y | +8.8% | +57.8% | -48.9% | -9.2% |
| 3Y | -13.7% | +338.1% | -351.9% | -51.4% |
| 5Y | -35.2% | +384.2% | -419.4% | -66.2% |
| 10Y | +281.8% | +353.1% | -71.3% | +77.7% |
| All | +2,894.9% | +305.3% | +2,589.6% | +975.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling