+2,894.9%
DXCM vs SBAC
+2,216.4%
+678.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.5% |
| 7D | -3.2% | -0.8% | -2.4% | -2.9% |
| 30D | +6.3% | +6.9% | -0.6% | +2.9% |
| 3M | +21.1% | -8.2% | +29.3% | +25.2% |
| 6M | +20.6% | -1.6% | +22.2% | +18.6% |
| YTD | +32.4% | -0.1% | +32.6% | +28.3% |
| 1Y | +8.8% | -0.5% | +9.3% | +5.3% |
| 3Y | -13.7% | -9.1% | -4.7% | -17.4% |
| 5Y | -35.2% | -43.8% | +8.6% | -21.5% |
| 10Y | +281.8% | +80.5% | +201.3% | +135.6% |
| All | +2,894.9% | +2,216.4% | +678.4% | +451.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling