+67.4%
SAP vs DXCM
-14.6%
+82.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | +1.5% | -3.7% | +5.2% | +2.1% |
| 30D | +8.8% | -5.0% | +13.8% | +9.6% |
| 3M | +12.1% | -8.8% | +20.9% | +13.5% |
| 6M | +34.6% | +31.9% | +2.7% | +29.4% |
| YTD | -2.1% | +20.4% | -22.5% | -5.1% |
| 1Y | -5.5% | +45.7% | -51.3% | -10.6% |
| 3Y | +67.4% | -15.0% | +82.5% | +60.5% |
| All | +67.4% | -14.6% | +82.1% | +60.5% |
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