+161.2%
SLB vs DXCM
+2,810.6%
-2,649.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.5% |
| 7D | +0.8% | -3.2% | +4.0% | +1.3% |
| 30D | +15.8% | +6.3% | +9.5% | +14.8% |
| 3M | -0.3% | +21.1% | -21.4% | -3.3% |
| 6M | +21.3% | +20.6% | +0.8% | +17.5% |
| YTD | +52.3% | +32.4% | +19.9% | +45.4% |
| 1Y | +63.6% | +8.8% | +54.8% | +59.9% |
| 3Y | +3.8% | -13.7% | +17.5% | +0.6% |
| 5Y | +128.6% | -35.2% | +163.8% | +124.0% |
| 10Y | -3.1% | +281.8% | -284.9% | -33.3% |
| All | +161.2% | +2,810.6% | -2,649.4% | +0.5% |
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