-35.5%
DXCM vs SN
+673.1%
-708.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -9.2% | +3.5% | -12.7% | -9.8% |
| 30D | -6.5% | +19.4% | -25.9% | -9.5% |
| 3M | -10.3% | +20.9% | -31.2% | -13.5% |
| 6M | +35.4% | +111.1% | -75.7% | +16.8% |
| YTD | +21.1% | +102.8% | -81.7% | +4.7% |
| 1Y | +38.2% | +146.2% | -108.0% | +15.3% |
| 3Y | -14.6% | +441.4% | -456.0% | -35.0% |
| All | -35.5% | +673.1% | -708.6% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling