+3,003.4%
SHOP vs DXCM
+256.6%
+2,746.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.8% | -3.7% | -6.0% |
| 7D | -4.1% | -6.2% | +2.1% | -1.5% |
| 30D | -11.5% | -0.3% | -11.3% | -11.4% |
| 3M | +21.1% | +10.3% | +10.7% | +15.0% |
| 6M | +3.0% | +24.1% | -21.1% | -6.8% |
| YTD | -16.7% | +27.4% | -44.1% | -25.5% |
| 1Y | -8.3% | +8.4% | -16.7% | -13.7% |
| 3Y | +112.8% | -19.0% | +131.8% | +102.0% |
| 5Y | -9.3% | -38.6% | +29.3% | -5.4% |
| 10Y | +3,003.4% | +252.9% | +2,750.5% | +2,094.3% |
| All | +3,003.4% | +256.6% | +2,746.8% | +2,094.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling