-8.3%
SHOP vs DXCM
+6.5%
-14.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.8% | -3.7% | -6.5% |
| 7D | -4.1% | -6.2% | +2.1% | -2.3% |
| 30D | -11.5% | -0.3% | -11.3% | -11.4% |
| 3M | +21.1% | +10.3% | +10.7% | +16.1% |
| 6M | +3.0% | +24.1% | -21.1% | -5.9% |
| YTD | -16.7% | +27.4% | -44.1% | -24.1% |
| 1Y | -8.3% | +8.4% | -16.7% | -15.7% |
| All | -8.3% | +6.5% | -14.8% | -15.7% |
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 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