-6.4%
SAP vs DXCM
+42.7%
-49.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | -2.5% | -9.2% | +6.7% | 0.0% |
| 30D | +7.5% | -6.5% | +13.9% | +9.2% |
| 3M | +11.6% | -10.3% | +21.9% | +14.6% |
| 6M | +37.6% | +35.4% | +2.2% | +28.6% |
| YTD | -2.0% | +21.1% | -23.0% | -9.2% |
| 1Y | -6.4% | +38.2% | -44.6% | -18.2% |
| All | -6.4% | +42.7% | -49.1% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling