+3,046.2%
SHW vs DXCM
+2,584.4%
+461.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +3.8% |
| 7D | +1.6% | -4.4% | +5.9% | +2.2% |
| 30D | +12.1% | -3.6% | +15.7% | +12.6% |
| 3M | -3.0% | -4.3% | +1.4% | -2.5% |
| 6M | +13.5% | +33.8% | -20.2% | +9.0% |
| YTD | +11.2% | +22.1% | -10.9% | +7.9% |
| 1Y | +6.2% | +47.4% | -41.2% | +0.6% |
| 3Y | +45.6% | -12.3% | +57.9% | +41.8% |
| 5Y | +15.6% | -49.1% | +64.7% | +17.8% |
| 10Y | +356.5% | +423.1% | -66.6% | +239.8% |
| All | +3,046.2% | +2,584.4% | +461.7% | +1,514.6% |
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