-17.1%
SLB vs DXCM
+410.2%
-427.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.5% | +1.1% |
| 7D | -7.1% | -3.5% | -3.6% | -6.9% |
| 30D | +4.1% | -5.8% | +9.9% | +4.5% |
| 3M | -2.6% | -4.3% | +1.7% | -2.4% |
| 6M | -8.6% | +31.6% | -40.1% | -11.2% |
| YTD | +32.2% | +19.6% | +12.6% | +29.3% |
| 1Y | +40.7% | +36.9% | +3.8% | +35.9% |
| 3Y | -4.5% | -16.3% | +11.7% | -6.3% |
| 5Y | +66.4% | -50.0% | +116.4% | +68.2% |
| All | -17.1% | +410.2% | -427.3% | -25.7% |
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 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