+120.5%
SHOP vs DXCM
-13.8%
+134.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | -5.1% | -3.2% | -1.9% | -4.3% |
| 30D | +0.6% | +6.3% | -5.7% | -1.0% |
| 3M | +25.0% | +21.1% | +3.9% | +17.8% |
| 6M | +11.9% | +20.6% | -8.7% | +5.3% |
| YTD | -9.9% | +32.4% | -42.3% | -17.2% |
| 1Y | 0.0% | +8.8% | -8.9% | -4.3% |
| All | +120.5% | -13.8% | +134.3% | +103.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling