+1,330.1%
SCHW vs DXCM
+2,649.3%
-1,319.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | -1.9% | -5.5% | +3.7% | -0.9% |
| 30D | -1.6% | -8.6% | +6.9% | 0.0% |
| 3M | +21.3% | +10.3% | +10.9% | +18.7% |
| 6M | +16.5% | +25.2% | -8.7% | +11.1% |
| YTD | +8.4% | +25.1% | -16.7% | +3.3% |
| 1Y | +15.6% | +9.2% | +6.4% | +12.2% |
| 3Y | +86.8% | -22.6% | +109.5% | +83.2% |
| 5Y | +60.5% | -39.5% | +100.1% | +59.7% |
| 10Y | +297.7% | +257.3% | +40.5% | +151.4% |
| All | +1,330.1% | +2,649.3% | -1,319.2% | +341.9% |
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 1990-01-01 to 2026-09-11: 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling