-78.0%
SE vs DXCM
-50.2%
-27.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +2.6% |
| 7D | +2.0% | -3.5% | +5.5% | +3.4% |
| 30D | -20.0% | -5.8% | -14.2% | -18.2% |
| 3M | -31.8% | -4.3% | -27.4% | -30.8% |
| 6M | -15.9% | +31.6% | -47.4% | -26.5% |
| YTD | -40.6% | +19.6% | -60.3% | -46.3% |
| 1Y | -50.7% | +36.9% | -87.6% | -58.0% |
| 3Y | +70.3% | -16.3% | +86.6% | +49.7% |
| All | -78.0% | -50.2% | -27.8% | -76.4% |
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