-5.6%
SHOP vs DXCM
-35.5%
+30.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.4% |
| 7D | -5.1% | -3.2% | -1.9% | -3.6% |
| 30D | +0.6% | +6.3% | -5.7% | -2.3% |
| 3M | +25.0% | +21.1% | +3.9% | +12.2% |
| 6M | +11.9% | +20.6% | -8.7% | +0.4% |
| YTD | -9.9% | +32.4% | -42.3% | -22.9% |
| 1Y | 0.0% | +8.8% | -8.9% | -7.3% |
| 3Y | +117.5% | -13.7% | +131.2% | +88.7% |
| All | -5.6% | -35.5% | +30.0% | -7.7% |
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 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