+2,894.9%
DXCM vs SM
+80.4%
+2,814.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.7% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +6.3% | +26.3% | -20.0% | +3.1% |
| 3M | +21.1% | +8.7% | +12.4% | +19.2% |
| 6M | +20.6% | +51.7% | -31.1% | +13.0% |
| YTD | +32.4% | +99.0% | -66.6% | +19.5% |
| 1Y | +8.8% | +34.6% | -25.7% | +2.9% |
| 3Y | -13.7% | -7.8% | -6.0% | -16.6% |
| 5Y | -35.2% | +104.8% | -140.0% | -45.5% |
| 10Y | +281.8% | +7.2% | +274.6% | +163.6% |
| All | +2,894.9% | +80.4% | +2,814.5% | +773.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling