-16.3%
DXCM vs SN
+397.9%
-414.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.7% | -8.7% | -6.5% |
| 7D | -3.5% | +7.2% | -10.7% | -4.9% |
| 30D | -5.8% | +20.4% | -26.2% | -9.3% |
| 3M | -4.3% | +23.9% | -28.3% | -8.7% |
| 6M | +31.6% | +93.0% | -61.5% | +13.5% |
| YTD | +19.6% | +99.2% | -79.6% | +1.9% |
| 1Y | +36.9% | +142.6% | -105.7% | +11.7% |
| 3Y | -16.3% | +398.8% | -415.1% | -32.9% |
| All | -16.3% | +397.9% | -414.2% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3y: compounded portfolio wealth divided by compounded SN 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…
3y analysis · Full analysis span regression · 6 months rolling