-36.3%
DXCM vs SFM
+230.0%
-266.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.3% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | +6.3% | -4.4% | +10.7% | +6.7% |
| 3M | +21.1% | +1.5% | +19.6% | +20.6% |
| 6M | +20.6% | +6.5% | +14.1% | +18.9% |
| YTD | +32.4% | +2.2% | +30.3% | +31.0% |
| 1Y | +8.8% | -41.9% | +50.7% | +15.1% |
| 3Y | -13.7% | +106.8% | -120.5% | -26.4% |
| All | -36.3% | +230.0% | -266.2% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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