+292.0%
DXCM vs SNAP
-79.3%
+371.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.6% | -3.4% | -5.6% |
| 7D | -3.5% | -7.1% | +3.6% | -2.5% |
| 30D | -5.8% | -14.6% | +8.8% | -3.7% |
| 3M | -4.3% | -5.0% | +0.6% | -4.2% |
| 6M | +31.6% | -18.8% | +50.4% | +34.2% |
| YTD | +19.6% | -38.5% | +58.2% | +26.1% |
| 1Y | +36.9% | -38.1% | +74.9% | +43.9% |
| 3Y | -16.3% | -53.8% | +37.5% | -14.6% |
| 5Y | -50.0% | -90.7% | +40.7% | -40.5% |
| All | +292.0% | -79.3% | +371.3% | +254.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling