+693.9%
SAP vs DXCM
+2,810.6%
-2,116.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.6% |
| 7D | -2.9% | -3.2% | +0.3% | -2.4% |
| 30D | +9.0% | +6.3% | +2.7% | +8.0% |
| 3M | +14.9% | +21.1% | -6.1% | +11.6% |
| 6M | +11.9% | +20.6% | -8.7% | +8.5% |
| YTD | -9.9% | +32.4% | -42.3% | -14.0% |
| 1Y | -19.5% | +8.8% | -28.4% | -21.2% |
| 3Y | +61.8% | -13.7% | +75.5% | +57.5% |
| 5Y | +56.2% | -35.2% | +91.4% | +54.9% |
| 10Y | +180.6% | +281.8% | -101.2% | +103.5% |
| All | +693.9% | +2,810.6% | -2,116.7% | +238.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling