-48.1%
DXCM vs SBAC
-39.6%
-8.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.0% |
| 7D | +4.9% | +0.6% | +4.3% | +4.8% |
| 30D | -0.2% | +5.5% | -5.6% | -1.5% |
| 3M | -8.9% | +3.1% | -12.0% | -9.8% |
| 6M | +42.3% | -7.0% | +49.3% | +44.5% |
| YTD | +25.6% | +0.5% | +25.1% | +23.6% |
| 1Y | +39.5% | +0.2% | +39.3% | +37.4% |
| 3Y | -15.3% | -7.4% | -7.9% | -17.1% |
| All | -48.1% | -39.6% | -8.5% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 5y: compounded portfolio wealth divided by compounded SBAC 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…
5y analysis · Full analysis span regression · 6 months rolling