-17.3%
SLB vs DXCM
+411.4%
-428.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.8% |
| 7D | -4.3% | -3.7% | -0.6% | -4.0% |
| 30D | +1.9% | -5.0% | +6.9% | +2.3% |
| 3M | -5.7% | -8.8% | +3.1% | -5.1% |
| 6M | -5.3% | +31.9% | -37.2% | -8.1% |
| YTD | +32.2% | +20.4% | +11.7% | +29.2% |
| 1Y | +38.5% | +45.7% | -7.2% | +33.0% |
| 3Y | +1.1% | -15.0% | +16.2% | -0.8% |
| 5Y | +70.3% | -48.5% | +118.7% | +71.6% |
| 10Y | -17.3% | +411.2% | -428.5% | -25.9% |
| All | -17.3% | +411.4% | -428.7% | -25.9% |
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