+2,461.6%
DXCM vs SIMO
+2,080.4%
+381.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.2% | -10.1% | -6.7% |
| 7D | -3.5% | -22.0% | +18.5% | +0.1% |
| 30D | -5.8% | -43.0% | +37.2% | +2.5% |
| 3M | -4.3% | -39.1% | +34.8% | +1.4% |
| 6M | +31.6% | -33.3% | +64.8% | +33.0% |
| YTD | +19.6% | +77.0% | -57.3% | -3.7% |
| 1Y | +36.9% | +73.0% | -36.1% | +10.5% |
| 3Y | -16.3% | +215.7% | -232.0% | -42.0% |
| 5Y | -50.0% | +155.6% | -205.7% | -65.3% |
| 10Y | +413.2% | +388.4% | +24.8% | +197.6% |
| All | +2,461.6% | +2,080.4% | +381.2% | +754.6% |
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