+2,894.9%
DXCM vs SPY
+868.4%
+2,026.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | +6.3% | +0.1% | +6.3% | +6.2% |
| 3M | +21.1% | +2.0% | +19.1% | +17.9% |
| 6M | +20.6% | +13.0% | +7.6% | +4.0% |
| YTD | +32.4% | +13.5% | +18.9% | +13.6% |
| 1Y | +8.8% | +20.0% | -11.1% | -12.8% |
| 3Y | -13.7% | +77.2% | -90.9% | -57.2% |
| 5Y | -35.2% | +81.9% | -117.1% | -68.1% |
| 10Y | +281.8% | +314.1% | -32.3% | -32.6% |
| All | +2,894.9% | +868.4% | +2,026.4% | +83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling