-32.2%
DXCM vs SN
+639.7%
-671.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.6% | -4.4% |
| 7D | +5.7% | +3.8% | +1.8% | +5.0% |
| 30D | +1.3% | +17.5% | -16.3% | -1.7% |
| 3M | +2.2% | +19.2% | -17.1% | -1.3% |
| 6M | +42.0% | +84.9% | -42.9% | +25.6% |
| YTD | +27.3% | +94.0% | -66.8% | +11.0% |
| 1Y | +42.5% | +151.3% | -108.9% | +18.3% |
| 3Y | -13.3% | +387.1% | -400.4% | -33.1% |
| All | -32.2% | +639.7% | -671.9% | -48.4% |
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