+1,325.0%
DXCM vs SFM
+40.3%
+1,284.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.8% | -1.1% | -5.4% |
| 7D | -3.5% | -1.2% | -2.3% | -3.3% |
| 30D | -5.8% | -24.8% | +19.0% | -2.9% |
| 3M | -4.3% | -43.7% | +39.3% | +2.2% |
| 6M | +31.6% | -37.3% | +68.8% | +38.2% |
| YTD | +19.6% | -38.4% | +58.0% | +25.3% |
| 1Y | +36.9% | -36.9% | +73.8% | +42.8% |
| 3Y | -16.3% | +20.7% | -36.9% | -22.9% |
| 5Y | -50.0% | +103.5% | -153.5% | -58.1% |
| 10Y | +413.2% | +139.7% | +273.4% | +301.6% |
| All | +1,325.0% | +40.3% | +1,284.7% | +1,134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling