+8.4%
DXCM vs SPG
+22.1%
-13.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.2% | -5.0% | -4.3% |
| 7D | -6.2% | 0.0% | -6.2% | -6.2% |
| 30D | -0.3% | -4.9% | +4.7% | +1.8% |
| 3M | +10.3% | +3.3% | +7.0% | +8.8% |
| 6M | +24.1% | +11.2% | +12.9% | +18.5% |
| YTD | +27.4% | +17.1% | +10.3% | +20.9% |
| 1Y | +8.4% | +21.6% | -13.2% | +4.0% |
| All | +8.4% | +22.1% | -13.7% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling