+78.8%
SAP vs DXCM
-49.1%
+127.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -3.9% | -3.6% | -0.3% | -3.2% |
| 30D | +6.5% | -4.3% | +10.8% | +7.2% |
| 3M | +14.7% | -10.4% | +25.0% | +16.7% |
| 6M | +39.9% | +33.1% | +6.8% | +32.6% |
| YTD | -2.0% | +22.6% | -24.6% | -6.2% |
| 1Y | -6.0% | +36.5% | -42.5% | -11.7% |
| 3Y | +67.7% | -13.5% | +81.1% | +60.6% |
| 5Y | +78.8% | -49.6% | +128.4% | +79.9% |
| All | +78.8% | -49.1% | +127.9% | +79.9% |
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