+91.5%
SMH vs DXCM
+7.6%
+83.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | +4.3% | -6.5% | +10.8% | +4.6% |
| 30D | +0.9% | -4.3% | +5.2% | +1.0% |
| 3M | -2.8% | +7.3% | -10.1% | -2.5% |
| 6M | +45.6% | +22.0% | +23.6% | +43.9% |
| YTD | +59.5% | +26.4% | +33.1% | +57.2% |
| All | +91.5% | +7.6% | +83.9% | +92.5% |
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 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