+2,623.0%
DXCM vs SRE
+686.5%
+1,936.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -3.7% | -8.2% | +4.5% | +0.3% |
| 30D | -5.0% | -3.6% | -1.3% | -3.4% |
| 3M | -8.8% | -6.3% | -2.6% | -6.6% |
| 6M | +31.9% | -13.0% | +44.9% | +39.4% |
| YTD | +20.4% | -9.2% | +29.6% | +23.8% |
| 1Y | +45.7% | -13.1% | +58.9% | +53.1% |
| 3Y | -15.0% | +22.4% | -37.4% | -27.8% |
| 5Y | -48.5% | +47.1% | -95.6% | -61.0% |
| 10Y | +411.2% | +121.0% | +290.3% | +175.9% |
| All | +2,623.0% | +686.5% | +1,936.4% | +461.7% |
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