-39.3%
DXCM vs SCCO
+355.0%
-394.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -6.5% | +2.4% | -8.9% | -6.9% |
| 30D | -4.3% | +6.4% | -10.7% | -5.4% |
| 3M | +7.3% | +21.6% | -14.3% | +3.1% |
| 6M | +22.0% | +13.4% | +8.6% | +17.9% |
| YTD | +26.4% | +52.6% | -26.2% | +14.5% |
| 1Y | +7.0% | +122.4% | -115.4% | -10.6% |
| 3Y | -19.6% | +208.5% | -228.1% | -39.4% |
| 5Y | -39.3% | +353.9% | -393.2% | -58.1% |
| All | -39.3% | +355.0% | -394.3% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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