+44.6%
DXCM vs SM
+70.4%
-25.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -15.3% | +21.9% | +6.1% |
| 7D | +12.5% | -21.5% | +34.0% | +11.9% |
| 30D | +1.8% | -11.4% | +13.2% | +1.2% |
| 3M | +1.8% | +0.6% | +1.2% | +0.9% |
| 6M | +47.4% | +0.2% | +47.1% | +45.9% |
| YTD | +33.3% | +69.7% | -36.3% | +28.8% |
| 1Y | +44.6% | +71.6% | -26.9% | +39.2% |
| All | +44.6% | +70.4% | -25.8% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling