+2,739.2%
DXCM vs SIRI
-22.1%
+2,761.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.3% |
| 7D | +4.9% | -1.7% | +6.6% | +5.2% |
| 30D | -0.2% | +21.1% | -21.3% | -3.2% |
| 3M | -8.9% | +14.7% | -23.6% | -11.0% |
| 6M | +42.3% | +22.9% | +19.3% | +37.2% |
| YTD | +25.6% | +65.7% | -40.2% | +14.8% |
| 1Y | +39.5% | +53.5% | -13.9% | +29.2% |
| 3Y | -15.3% | -23.0% | +7.7% | -14.4% |
| 5Y | -48.4% | -41.5% | -7.0% | -47.1% |
| 10Y | +411.4% | -7.4% | +418.8% | +386.3% |
| All | +2,739.2% | -22.1% | +2,761.3% | +2,648.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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