+31.6%
DXCM vs SIMO
-29.1%
+60.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.2% | -10.1% | -5.6% |
| 7D | -3.5% | -22.0% | +18.5% | -5.6% |
| 30D | -5.8% | -43.0% | +37.2% | -10.7% |
| 3M | -4.3% | -39.1% | +34.8% | -7.9% |
| 6M | +31.6% | -33.3% | +64.8% | +32.0% |
| All | +31.6% | -29.1% | +60.6% | +32.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling