-15.3%
DXCM vs SPG
+135.6%
-150.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | +4.9% | +2.0% | +2.9% | +4.1% |
| 30D | -0.2% | +17.2% | -17.4% | -6.5% |
| 3M | -8.9% | +6.3% | -15.2% | -11.3% |
| 6M | +42.3% | +18.7% | +23.6% | +32.2% |
| YTD | +25.6% | +30.1% | -4.5% | +12.6% |
| 1Y | +39.5% | +32.8% | +6.8% | +24.1% |
| 3Y | -15.3% | +133.6% | -148.9% | -35.3% |
| All | -15.3% | +135.6% | -150.8% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling