+252.9%
DXCM vs SPG
+61.5%
+191.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.2% | -5.0% | -4.1% |
| 7D | -6.2% | 0.0% | -6.2% | -6.2% |
| 30D | -0.3% | -4.9% | +4.7% | +0.8% |
| 3M | +10.3% | +3.3% | +7.0% | +9.5% |
| 6M | +24.1% | +11.2% | +12.9% | +21.2% |
| YTD | +27.4% | +17.1% | +10.3% | +23.0% |
| 1Y | +8.4% | +21.6% | -13.2% | +3.7% |
| 3Y | -19.0% | +111.9% | -130.9% | -31.2% |
| 5Y | -38.6% | +106.9% | -145.5% | -47.9% |
| 10Y | +252.9% | +62.2% | +190.7% | +266.9% |
| All | +252.9% | +61.5% | +191.4% | +266.9% |
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