-49.3%
DXCM vs SM
+5.6%
-54.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.2% | -3.9% | +0.8% |
| 7D | -3.6% | +10.6% | -14.2% | -4.7% |
| 30D | -4.3% | -15.0% | +10.7% | -3.0% |
| 3M | -10.4% | +1.7% | -12.0% | -11.3% |
| 6M | +33.1% | +5.9% | +27.3% | +30.6% |
| YTD | +22.6% | +79.0% | -56.4% | +11.2% |
| 1Y | +36.5% | +84.7% | -48.1% | +23.1% |
| 3Y | -13.5% | -3.5% | -10.0% | -18.0% |
| All | -49.3% | +5.6% | -54.9% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling