+2,894.9%
DXCM vs STT
+617.0%
+2,277.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -3.2% | +0.5% | -3.7% | -3.4% |
| 30D | +6.3% | +3.9% | +2.5% | +4.8% |
| 3M | +21.1% | +20.0% | +1.1% | +12.8% |
| 6M | +20.6% | +55.3% | -34.7% | +2.0% |
| YTD | +32.4% | +53.3% | -20.9% | +12.4% |
| 1Y | +8.8% | +74.7% | -65.9% | -12.1% |
| 3Y | -13.7% | +205.8% | -219.6% | -43.8% |
| 5Y | -35.2% | +145.0% | -180.2% | -55.5% |
| 10Y | +281.8% | +266.0% | +15.8% | +104.7% |
| All | +2,894.9% | +617.0% | +2,277.9% | +802.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling