+8.8%
DXCM vs SNAP
-24.3%
+33.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.5% |
| 7D | -3.2% | +0.7% | -4.0% | -3.3% |
| 30D | +6.3% | +2.6% | +3.7% | +5.7% |
| 3M | +21.1% | -9.9% | +31.0% | +21.8% |
| 6M | +20.6% | +1.9% | +18.7% | +19.0% |
| YTD | +32.4% | -32.2% | +64.7% | +37.4% |
| 1Y | +8.8% | -22.8% | +31.7% | +8.4% |
| All | +8.8% | -24.3% | +33.2% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling