-38.8%
DXCM vs SPMO
+149.5%
-188.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -4.2% |
| 7D | -6.2% | +3.4% | -9.6% | -8.3% |
| 30D | -0.3% | +0.5% | -0.8% | -0.8% |
| 3M | +10.3% | +1.9% | +8.4% | +5.9% |
| 6M | +24.1% | +27.8% | -3.7% | -3.2% |
| YTD | +27.4% | +26.7% | +0.7% | 0.0% |
| 1Y | +8.4% | +28.9% | -20.5% | -16.6% |
| 3Y | -19.0% | +160.7% | -179.7% | -71.4% |
| All | -38.8% | +149.5% | -188.3% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 5y: compounded portfolio wealth divided by compounded SPMO 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…
5y analysis · Full analysis span regression · 6 months rolling