+96.2%
SMH vs DXCM
+11.0%
+85.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +2.7% |
| 7D | +2.5% | -3.2% | +5.7% | +2.6% |
| 30D | -0.5% | +6.3% | -6.8% | -0.8% |
| 3M | -9.6% | +21.1% | -30.7% | -10.5% |
| 6M | +42.1% | +20.6% | +21.5% | +41.5% |
| YTD | +57.4% | +32.4% | +25.0% | +55.1% |
| 1Y | +96.2% | +8.8% | +87.4% | +97.4% |
| All | +96.2% | +11.0% | +85.2% | +97.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling