-36.3%
DXCM vs SGI
+60.4%
-96.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -3.2% | +8.5% | -11.8% | -5.9% |
| 30D | +6.3% | +0.7% | +5.7% | +5.8% |
| 3M | +21.1% | +0.6% | +20.5% | +19.9% |
| 6M | +20.6% | -17.9% | +38.5% | +27.0% |
| YTD | +32.4% | -21.2% | +53.6% | +40.7% |
| 1Y | +8.8% | -18.9% | +27.7% | +13.7% |
| 3Y | -13.7% | +52.6% | -66.4% | -30.4% |
| All | -36.3% | +60.4% | -96.6% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling