+2,673.1%
DXCM vs SIRI
-22.4%
+2,695.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | -3.6% | -3.7% | 0.0% | -3.0% |
| 30D | -4.3% | +20.4% | -24.8% | -7.1% |
| 3M | -10.4% | +12.5% | -22.9% | -12.2% |
| 6M | +33.1% | +23.4% | +9.7% | +28.3% |
| YTD | +22.6% | +65.2% | -42.5% | +12.2% |
| 1Y | +36.5% | +52.4% | -15.8% | +26.6% |
| 3Y | -13.5% | -22.6% | +9.1% | -12.7% |
| 5Y | -49.6% | -41.7% | -8.0% | -48.3% |
| 10Y | +399.5% | -7.8% | +407.2% | +375.2% |
| All | +2,673.1% | -22.4% | +2,695.5% | +2,585.6% |
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