+229.3%
SAP vs DXCM
+412.4%
-183.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -2.5% | -9.2% | +6.7% | -1.0% |
| 30D | +7.5% | -6.5% | +13.9% | +8.5% |
| 3M | +11.6% | -10.3% | +21.9% | +13.3% |
| 6M | +37.6% | +35.4% | +2.2% | +31.1% |
| YTD | -2.0% | +21.1% | -23.0% | -5.3% |
| 1Y | -6.4% | +38.2% | -44.6% | -11.4% |
| 3Y | +67.7% | -14.6% | +82.3% | +63.5% |
| 5Y | +75.7% | -49.6% | +125.3% | +78.9% |
| 10Y | +229.3% | +393.1% | -163.7% | +179.0% |
| All | +229.3% | +412.4% | -183.1% | +179.0% |
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