-49.7%
SE vs DXCM
+47.0%
-96.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.9% | +2.4% |
| 7D | +3.3% | -4.4% | +7.6% | +4.5% |
| 30D | -18.2% | -3.6% | -14.5% | -17.4% |
| 3M | -31.3% | -4.3% | -26.9% | -30.6% |
| 6M | -10.1% | +33.8% | -43.9% | -18.5% |
| YTD | -38.9% | +22.1% | -61.0% | -42.7% |
| All | -49.7% | +47.0% | -96.7% | -54.3% |
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