-48.8%
SE vs DXCM
+44.8%
-93.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.6% | -2.2% | +2.8% |
| 7D | +6.7% | +12.5% | -5.9% | +3.6% |
| 30D | -17.2% | +1.8% | -19.0% | -17.7% |
| 3M | -28.0% | +1.8% | -29.8% | -28.6% |
| 6M | -6.1% | +47.4% | -53.5% | -16.9% |
| YTD | -37.1% | +33.3% | -70.5% | -42.5% |
| 1Y | -48.8% | +44.6% | -93.4% | -53.6% |
| All | -48.8% | +44.8% | -93.6% | -53.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling