+2,735.5%
DXCM vs SIMO
+3,332.4%
-596.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.7% | -10.7% | -3.6% |
| 7D | -3.2% | +4.2% | -7.4% | -4.0% |
| 30D | +6.3% | +4.1% | +2.3% | +4.7% |
| 3M | +21.1% | -12.9% | +34.0% | +20.4% |
| 6M | +20.6% | +110.3% | -89.8% | -2.2% |
| YTD | +32.4% | +178.6% | -146.1% | +0.6% |
| 1Y | +8.8% | +220.0% | -211.2% | -20.2% |
| 3Y | -13.7% | +409.0% | -422.8% | -43.9% |
| 5Y | -35.2% | +277.3% | -312.5% | -56.9% |
| 10Y | +281.8% | +506.6% | -224.8% | +117.5% |
| All | +2,735.5% | +3,332.4% | -596.9% | +792.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling