-36.3%
DXCM vs STLA
-62.4%
+26.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.3% |
| 7D | -3.2% | +2.6% | -5.8% | -3.8% |
| 30D | +6.3% | -1.2% | +7.6% | +6.4% |
| 3M | +21.1% | -24.8% | +45.9% | +28.5% |
| 6M | +20.6% | -25.6% | +46.1% | +27.6% |
| YTD | +32.4% | -48.9% | +81.4% | +51.7% |
| 1Y | +8.8% | -38.8% | +47.6% | +16.9% |
| 3Y | -13.7% | -64.5% | +50.8% | +3.7% |
| All | -36.3% | -62.4% | +26.1% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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