-47.0%
DXCM vs SGI
+58.5%
-105.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.8% | -3.6% |
| 7D | +5.7% | +5.3% | +0.3% | +3.9% |
| 30D | +1.3% | +8.2% | -6.9% | -1.3% |
| 3M | +2.2% | -2.2% | +4.4% | +2.4% |
| 6M | +42.0% | -8.4% | +50.4% | +44.0% |
| YTD | +27.3% | -23.4% | +50.7% | +36.3% |
| 1Y | +42.5% | -14.0% | +56.4% | +45.3% |
| 3Y | -13.3% | +78.8% | -92.1% | -34.8% |
| All | -47.0% | +58.5% | -105.5% | -62.0% |
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 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