+365.7%
SE vs DXCM
+604.3%
-238.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +2.3% |
| 7D | +2.0% | -3.5% | +5.5% | +3.3% |
| 30D | -20.0% | -5.8% | -14.2% | -18.4% |
| 3M | -31.8% | -4.3% | -27.4% | -30.9% |
| 6M | -15.9% | +31.6% | -47.4% | -25.1% |
| YTD | -40.6% | +19.6% | -60.3% | -45.5% |
| 1Y | -50.7% | +36.9% | -87.6% | -57.1% |
| 3Y | +70.3% | -16.3% | +86.6% | +58.3% |
| 5Y | -78.8% | -50.0% | -28.8% | -77.1% |
| All | +365.7% | +604.3% | -238.6% | +234.7% |
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