+2,894.9%
DXCM vs SCCO
+6,354.6%
-3,459.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -3.2% | -5.3% | +2.0% | -1.6% |
| 30D | +6.3% | +2.7% | +3.7% | +5.1% |
| 3M | +21.1% | +4.2% | +16.9% | +17.4% |
| 6M | +20.6% | -0.6% | +21.2% | +17.4% |
| YTD | +32.4% | +45.0% | -12.5% | +12.2% |
| 1Y | +8.8% | +109.3% | -100.5% | -19.4% |
| 3Y | -13.7% | +180.8% | -194.5% | -44.9% |
| 5Y | -35.2% | +314.3% | -349.4% | -65.5% |
| 10Y | +281.8% | +1,083.3% | -801.5% | +21.9% |
| All | +2,894.9% | +6,354.6% | -3,459.7% | +310.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling