-18.3%
DXCM vs SNAP
-52.9%
+34.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | -0.1% |
| 7D | -9.2% | -9.8% | +0.6% | -8.4% |
| 30D | -6.5% | -18.2% | +11.7% | -4.9% |
| 3M | -10.3% | -3.1% | -7.2% | -10.2% |
| 6M | +35.4% | -7.1% | +42.6% | +35.4% |
| YTD | +21.1% | -33.8% | +54.9% | +23.5% |
| 1Y | +38.2% | -39.0% | +77.3% | +41.8% |
| All | -18.3% | -52.9% | +34.6% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling