+2,894.9%
DXCM vs SRE
+736.3%
+2,158.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | +6.3% | -0.7% | +7.1% | +6.4% |
| 3M | +21.1% | -6.3% | +27.4% | +24.2% |
| 6M | +20.6% | -10.7% | +31.2% | +26.1% |
| YTD | +32.4% | -3.5% | +35.9% | +32.7% |
| 1Y | +8.8% | +5.3% | +3.5% | +4.0% |
| 3Y | -13.7% | +31.8% | -45.5% | -29.4% |
| 5Y | -35.2% | +47.4% | -82.5% | -50.8% |
| 10Y | +281.8% | +120.6% | +161.2% | +110.2% |
| All | +2,894.9% | +736.3% | +2,158.6% | +501.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling