+423.1%
DXCM vs SM
+4.9%
+418.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.3% |
| 7D | -4.4% | -22.3% | +17.9% | -2.8% |
| 30D | -3.6% | -21.4% | +17.7% | -2.2% |
| 3M | -4.3% | +1.4% | -5.7% | -4.9% |
| 6M | +33.8% | +0.1% | +33.6% | +32.8% |
| YTD | +22.1% | +59.0% | -36.8% | +16.4% |
| 1Y | +47.4% | +64.3% | -16.9% | +40.0% |
| 3Y | -12.3% | -13.1% | +0.9% | -13.9% |
| 5Y | -49.1% | -13.9% | -35.2% | -50.9% |
| 10Y | +423.1% | +1.7% | +421.4% | +304.4% |
| All | +423.1% | +4.9% | +418.2% | +304.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling