+75.1%
SAP vs DXCM
-18.8%
+93.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.0% | +1.8% | -3.2% |
| 7D | -0.7% | -3.5% | +2.8% | -0.1% |
| 30D | +11.1% | -5.8% | +16.9% | +12.0% |
| 3M | +17.0% | -4.3% | +21.4% | +17.6% |
| 6M | +34.8% | +31.6% | +3.3% | +29.7% |
| YTD | -2.2% | +19.6% | -21.9% | -5.2% |
| 1Y | -6.4% | +36.9% | -43.3% | -10.8% |
| 3Y | +75.1% | -16.3% | +91.4% | +71.0% |
| All | +75.1% | -18.8% | +93.9% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling