+252.9%
DXCM vs SPY
+311.3%
-58.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.3% |
| 7D | -6.2% | +0.5% | -6.8% | -6.7% |
| 30D | -0.3% | -0.9% | +0.7% | +0.7% |
| 3M | +10.3% | +3.9% | +6.4% | +5.9% |
| 6M | +24.1% | +14.5% | +9.6% | +7.5% |
| YTD | +27.4% | +12.9% | +14.4% | +12.0% |
| 1Y | +8.4% | +19.4% | -11.0% | -10.3% |
| 3Y | -19.0% | +78.5% | -97.5% | -56.7% |
| 5Y | -38.6% | +81.8% | -120.3% | -67.2% |
| 10Y | +252.9% | +311.5% | -58.6% | -25.8% |
| All | +252.9% | +311.3% | -58.4% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPY 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling