+44.6%
DXCM vs SIMO
+94.5%
-49.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -9.6% | +16.2% | +6.0% |
| 7D | +12.5% | -16.9% | +29.4% | +11.5% |
| 30D | +1.8% | -35.4% | +37.2% | -0.3% |
| 3M | +1.8% | -31.9% | +33.6% | +0.3% |
| 6M | +47.4% | -19.3% | +66.7% | +45.3% |
| YTD | +33.3% | +98.5% | -65.2% | +23.4% |
| 1Y | +44.6% | +100.5% | -55.9% | +33.8% |
| All | +44.6% | +94.5% | -49.8% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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