+130.8%
SLB vs DXCM
-35.5%
+166.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.3% |
| 7D | +0.8% | -3.2% | +4.0% | +1.1% |
| 30D | +15.8% | +6.3% | +9.5% | +15.3% |
| 3M | -0.3% | +21.1% | -21.4% | -1.9% |
| 6M | +21.3% | +20.6% | +0.8% | +19.3% |
| YTD | +52.3% | +32.4% | +19.9% | +48.6% |
| 1Y | +63.6% | +8.8% | +54.8% | +61.6% |
| 3Y | +3.8% | -13.7% | +17.5% | +1.4% |
| All | +130.8% | -35.5% | +166.3% | +126.4% |
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