-38.6%
DXCM vs SRE
+51.2%
-89.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -4.3% |
| 7D | -6.2% | +1.4% | -7.7% | -6.6% |
| 30D | -0.3% | +1.9% | -2.2% | -0.9% |
| 3M | +10.3% | -3.3% | +13.6% | +11.0% |
| 6M | +24.1% | -6.4% | +30.5% | +25.7% |
| YTD | +27.4% | -1.8% | +29.2% | +26.8% |
| 1Y | +8.4% | +10.7% | -2.4% | +3.5% |
| 3Y | -19.0% | +31.8% | -50.8% | -29.4% |
| 5Y | -38.6% | +49.2% | -87.8% | -44.1% |
| All | -38.6% | +51.2% | -89.8% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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