+2,894.9%
DXCM vs SIRI
-29.7%
+2,924.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.6% |
| 7D | -3.2% | +1.6% | -4.8% | -3.5% |
| 30D | +6.3% | -4.7% | +11.0% | +7.0% |
| 3M | +21.1% | +5.3% | +15.8% | +19.8% |
| 6M | +20.6% | +30.5% | -9.9% | +15.0% |
| YTD | +32.4% | +49.6% | -17.2% | +23.2% |
| 1Y | +8.8% | +28.5% | -19.7% | +3.7% |
| 3Y | -13.7% | -27.5% | +13.7% | -12.3% |
| 5Y | -35.2% | -44.7% | +9.5% | -32.9% |
| 10Y | +281.8% | -12.6% | +294.4% | +267.2% |
| All | +2,894.9% | -29.7% | +2,924.6% | +2,848.4% |
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