+3,229.4%
DXCM vs SSNC
+1,000.8%
+2,228.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -4.4% | -4.5% | +0.1% | -2.1% |
| 30D | -3.6% | -3.9% | +0.3% | -1.9% |
| 3M | -4.3% | -1.3% | -3.0% | -4.1% |
| 6M | +33.8% | +14.1% | +19.6% | +24.0% |
| YTD | +22.1% | -9.9% | +32.0% | +26.9% |
| 1Y | +47.4% | -6.2% | +53.6% | +49.8% |
| 3Y | -12.3% | +56.1% | -68.3% | -34.4% |
| 5Y | -49.1% | +5.4% | -54.5% | -53.2% |
| 10Y | +423.1% | +172.3% | +250.8% | +181.5% |
| All | +3,229.4% | +1,000.8% | +2,228.6% | +748.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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