-48.1%
DXCM vs SPMO
+114.1%
-162.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +3.3% |
| 7D | +4.9% | +6.3% | -1.4% | +0.9% |
| 30D | -0.2% | -8.9% | +8.7% | +5.2% |
| 3M | -8.9% | -13.2% | +4.3% | -1.3% |
| 6M | +42.3% | -9.3% | +51.5% | +44.7% |
| YTD | +25.6% | +11.6% | +14.0% | +6.1% |
| 1Y | +39.5% | +13.4% | +26.2% | +16.2% |
| 3Y | -15.3% | +122.9% | -138.2% | -66.6% |
| All | -48.1% | +114.1% | -162.1% | -78.5% |
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