+339.4%
SMH vs DXCM
-38.1%
+377.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +2.1% |
| 7D | +5.2% | -6.2% | +11.5% | +6.8% |
| 30D | -1.5% | -0.3% | -1.3% | -1.6% |
| 3M | -4.1% | +10.3% | -14.4% | -7.1% |
| 6M | +50.8% | +24.1% | +26.6% | +41.0% |
| YTD | +59.3% | +27.4% | +32.0% | +47.8% |
| 1Y | +94.1% | +8.4% | +85.7% | +86.5% |
| 3Y | +286.7% | -19.0% | +305.7% | +270.0% |
| 5Y | +339.4% | -38.6% | +378.0% | +328.9% |
| All | +339.4% | -38.1% | +377.5% | +328.9% |
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 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