-29.4%
DXCM vs SN
+490.7%
-520.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -3.2% | -9.3% | +6.1% | -1.5% |
| 30D | +6.3% | -4.8% | +11.1% | +7.2% |
| 3M | +21.1% | +40.4% | -19.3% | +12.9% |
| 6M | +20.6% | +50.9% | -30.4% | +10.5% |
| YTD | +32.4% | +54.9% | -22.5% | +20.5% |
| 1Y | +8.8% | +43.0% | -34.2% | +0.2% |
| 3Y | -13.7% | +391.8% | -405.6% | -31.8% |
| All | -29.4% | +490.7% | -520.1% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling