-50.1%
DXCM vs SIMO
+154.7%
-204.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.2% | -10.1% | -6.2% |
| 7D | -3.5% | -22.0% | +18.5% | -2.3% |
| 30D | -5.8% | -43.0% | +37.2% | -3.0% |
| 3M | -4.3% | -39.1% | +34.8% | -2.4% |
| 6M | +31.6% | -33.3% | +64.8% | +30.8% |
| YTD | +19.6% | +77.0% | -57.3% | +1.2% |
| 1Y | +36.9% | +73.0% | -36.1% | +16.0% |
| 3Y | -16.3% | +215.7% | -232.0% | -38.0% |
| All | -50.1% | +154.7% | -204.8% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling