+2,777.7%
DXCM vs SGI
+1,496.5%
+1,281.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.8% | -3.8% |
| 7D | +5.7% | +5.3% | +0.3% | +4.3% |
| 30D | +1.3% | +8.2% | -6.9% | -0.9% |
| 3M | +2.2% | -2.2% | +4.4% | +2.4% |
| 6M | +42.0% | -8.4% | +50.4% | +43.7% |
| YTD | +27.3% | -23.4% | +50.7% | +34.5% |
| 1Y | +42.5% | -14.0% | +56.4% | +45.2% |
| 3Y | -13.3% | +78.8% | -92.1% | -28.9% |
| 5Y | -46.8% | +58.6% | -105.4% | -56.4% |
| 10Y | +445.8% | +427.8% | +17.9% | +182.2% |
| All | +2,777.7% | +1,496.5% | +1,281.2% | +638.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling