+80.7%
SAP vs DXCM
-48.7%
+129.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.1% |
| 7D | +0.6% | +4.9% | -4.3% | -0.3% |
| 30D | +6.5% | -0.2% | +6.7% | +6.4% |
| 3M | +12.2% | -8.9% | +21.2% | +13.9% |
| 6M | +46.1% | +42.3% | +3.8% | +36.8% |
| YTD | -1.6% | +25.6% | -27.2% | -6.3% |
| 1Y | -5.1% | +39.5% | -44.6% | -11.3% |
| 3Y | +68.4% | -15.3% | +83.6% | +62.2% |
| All | +80.7% | -48.7% | +129.5% | +81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling