+36.5%
DXCM vs SGI
-33.8%
+70.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +2.0% |
| 7D | -3.6% | -10.7% | +7.0% | -0.9% |
| 30D | -4.3% | -3.6% | -0.7% | -3.2% |
| 3M | -10.4% | -5.4% | -5.0% | -9.2% |
| 6M | +33.1% | -7.0% | +40.2% | +33.8% |
| YTD | +22.6% | -31.6% | +54.2% | +33.1% |
| 1Y | +36.5% | -33.5% | +70.1% | +49.1% |
| All | +36.5% | -33.8% | +70.4% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling