+286.7%
SMH vs DXCM
-19.4%
+306.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +1.7% |
| 7D | +5.2% | -6.2% | +11.5% | +6.2% |
| 30D | -1.5% | -0.3% | -1.3% | -1.6% |
| 3M | -4.1% | +10.3% | -14.4% | -5.9% |
| 6M | +50.8% | +24.1% | +26.6% | +44.7% |
| YTD | +59.3% | +27.4% | +32.0% | +52.2% |
| 1Y | +94.1% | +8.4% | +85.7% | +89.8% |
| 3Y | +286.7% | -19.0% | +305.7% | +283.9% |
| All | +286.7% | -19.4% | +306.2% | +283.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling