-19.0%
DXCM vs SGI
+59.4%
-78.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | -6.2% | +9.3% | -15.5% | -8.5% |
| 30D | -0.3% | +6.9% | -7.1% | -2.1% |
| 3M | +10.3% | +2.8% | +7.5% | +8.8% |
| 6M | +24.1% | -12.6% | +36.7% | +27.4% |
| YTD | +27.4% | -21.5% | +48.9% | +34.2% |
| 1Y | +8.4% | -18.8% | +27.1% | +12.5% |
| 3Y | -19.0% | +60.8% | -79.8% | -34.0% |
| All | -19.0% | +59.4% | -78.4% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling