-49.6%
DXCM vs SNAP
-90.0%
+40.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | -0.5% |
| 7D | -9.2% | -9.8% | +0.6% | -7.9% |
| 30D | -6.5% | -18.2% | +11.7% | -3.9% |
| 3M | -10.3% | -3.1% | -7.2% | -10.4% |
| 6M | +35.4% | -7.1% | +42.6% | +35.4% |
| YTD | +21.1% | -33.8% | +54.9% | +26.0% |
| 1Y | +38.2% | -39.0% | +77.3% | +45.4% |
| 3Y | -14.6% | -52.8% | +38.3% | -13.8% |
| 5Y | -49.6% | -90.0% | +40.4% | -25.1% |
| All | -49.6% | -90.0% | +40.4% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling