-50.1%
DXCM vs SWK
-25.5%
-24.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.9% |
| 7D | -3.5% | +11.0% | -14.5% | -6.5% |
| 30D | -5.8% | +30.1% | -35.9% | -13.1% |
| 3M | -4.3% | +14.7% | -19.0% | -8.5% |
| 6M | +31.6% | +44.5% | -12.9% | +16.6% |
| YTD | +19.6% | +59.4% | -39.7% | +2.0% |
| 1Y | +36.9% | +77.5% | -40.7% | +12.6% |
| 3Y | -16.3% | +49.5% | -65.7% | -31.7% |
| All | -50.1% | -25.5% | -24.7% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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