+2,605.6%
DXCM vs SM
+48.1%
+2,557.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.0% | -7.0% | -6.1% |
| 7D | -3.5% | -25.9% | +22.4% | -0.2% |
| 30D | -5.8% | -15.1% | +9.3% | -4.3% |
| 3M | -4.3% | +4.9% | -9.2% | -5.6% |
| 6M | +31.6% | +6.1% | +25.4% | +29.0% |
| YTD | +19.6% | +63.4% | -43.8% | +10.0% |
| 1Y | +36.9% | +72.5% | -35.6% | +24.8% |
| 3Y | -16.3% | -16.9% | +0.6% | -18.4% |
| 5Y | -50.0% | -10.6% | -39.4% | -53.4% |
| 10Y | +413.2% | +11.3% | +401.9% | +245.1% |
| All | +2,605.6% | +48.1% | +2,557.5% | +704.0% |
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