-49.6%
DXCM vs SIMO
+195.0%
-244.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.7% | -8.1% | +0.1% |
| 7D | -9.2% | +0.9% | -10.1% | -9.3% |
| 30D | -6.5% | -25.4% | +18.9% | -5.2% |
| 3M | -10.3% | -17.8% | +7.5% | -10.2% |
| 6M | +35.4% | -29.6% | +65.0% | +34.8% |
| YTD | +21.1% | +100.3% | -79.2% | +1.8% |
| 1Y | +38.2% | +100.4% | -62.1% | +16.1% |
| 3Y | -14.6% | +246.1% | -260.6% | -36.7% |
| 5Y | -49.6% | +189.8% | -239.4% | -62.1% |
| All | -49.6% | +195.0% | -244.6% | -62.1% |
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