+404.2%
DXCM vs SPG
+109.7%
+294.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.2% |
| 7D | -3.5% | +4.9% | -8.4% | -4.5% |
| 30D | -5.8% | +15.6% | -21.4% | -8.7% |
| 3M | -4.3% | +4.1% | -8.4% | -5.2% |
| 6M | +31.6% | +13.6% | +18.0% | +27.9% |
| YTD | +19.6% | +27.5% | -7.9% | +13.6% |
| 1Y | +36.9% | +32.2% | +4.6% | +28.9% |
| 3Y | -16.3% | +126.0% | -142.3% | -29.5% |
| 5Y | -50.0% | +74.7% | -124.8% | -56.8% |
| All | +404.2% | +109.7% | +294.5% | +347.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling