+222.9%
SAP vs DXCM
+421.6%
-198.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.4% |
| 7D | +1.6% | -4.4% | +6.0% | +2.3% |
| 30D | +10.5% | -3.6% | +14.2% | +11.0% |
| 3M | +15.2% | -4.3% | +19.5% | +15.7% |
| 6M | +36.7% | +33.8% | +2.9% | +30.5% |
| YTD | -0.6% | +22.1% | -22.7% | -4.1% |
| 1Y | -4.1% | +47.4% | -51.5% | -10.2% |
| 3Y | +73.2% | -12.3% | +85.5% | +68.2% |
| 5Y | +74.1% | -49.1% | +123.2% | +77.0% |
| 10Y | +222.9% | +423.1% | -200.2% | +175.6% |
| All | +222.9% | +421.6% | -198.7% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 10y: compounded portfolio wealth divided by compounded DXCM 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…
10y analysis · Full analysis span regression · 6 months rolling