+240.5%
SMH vs DXCM
-49.4%
+289.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | -6.7% | -3.7% | -3.1% | -6.0% |
| 30D | -19.8% | -5.0% | -14.9% | -19.1% |
| 3M | -15.1% | -8.8% | -6.2% | -13.6% |
| 6M | -14.6% | +31.9% | -46.5% | -21.7% |
| YTD | +34.3% | +20.4% | +13.9% | +25.8% |
| 1Y | +35.2% | +45.7% | -10.5% | +20.5% |
| 3Y | +211.7% | -15.0% | +226.7% | +191.5% |
| 5Y | +240.5% | -48.5% | +288.9% | +253.9% |
| All | +240.5% | -49.4% | +289.9% | +253.9% |
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