-16.3%
DXCM vs STT
+165.4%
-181.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.1% |
| 7D | -3.5% | -2.5% | -1.0% | -2.5% |
| 30D | -5.8% | -5.0% | -0.8% | -4.0% |
| 3M | -4.3% | -10.5% | +6.1% | -0.6% |
| 6M | +31.6% | +10.0% | +21.5% | +24.4% |
| YTD | +19.6% | +30.7% | -11.0% | +4.4% |
| 1Y | +36.9% | +43.8% | -6.9% | +14.4% |
| 3Y | -16.3% | +168.1% | -184.3% | -41.1% |
| All | -16.3% | +165.4% | -181.6% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 3y: compounded portfolio wealth divided by compounded STT 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…
3y analysis · Full analysis span regression · 6 months rolling