+2,894.9%
DXCM vs SPG
+788.5%
+2,106.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -3.2% | -2.4% | -0.8% | -2.3% |
| 30D | +6.3% | -6.8% | +13.2% | +9.2% |
| 3M | +21.1% | +2.7% | +18.4% | +19.7% |
| 6M | +20.6% | +5.5% | +15.1% | +18.0% |
| YTD | +32.4% | +15.7% | +16.7% | +25.0% |
| 1Y | +8.8% | +20.9% | -12.0% | +0.8% |
| 3Y | -13.7% | +112.4% | -126.1% | -36.7% |
| 5Y | -35.2% | +101.4% | -136.5% | -51.9% |
| 10Y | +281.8% | +60.6% | +221.2% | +166.8% |
| All | +2,894.9% | +788.5% | +2,106.4% | +698.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling