+2,605.6%
DXCM vs SBAC
+2,216.2%
+389.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.9% | -4.1% | -5.1% |
| 7D | -3.5% | +1.2% | -4.7% | -3.9% |
| 30D | -5.8% | +11.2% | -17.0% | -10.5% |
| 3M | -4.3% | +4.5% | -8.8% | -6.8% |
| 6M | +31.6% | -12.2% | +43.7% | +38.1% |
| YTD | +19.6% | -0.1% | +19.8% | +15.4% |
| 1Y | +36.9% | -0.3% | +37.1% | +31.9% |
| 3Y | -16.3% | -8.7% | -7.5% | -19.5% |
| 5Y | -50.0% | -40.2% | -9.9% | -41.5% |
| 10Y | +413.2% | +97.3% | +315.8% | +200.1% |
| All | +2,605.6% | +2,216.2% | +389.4% | +396.0% |
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