+3,610.1%
SMH vs DXCM
+2,659.3%
+950.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -3.4% |
| 7D | +4.9% | +4.9% | 0.0% | +4.0% |
| 30D | -13.8% | -0.2% | -13.6% | -14.0% |
| 3M | -17.4% | -8.9% | -8.5% | -16.3% |
| 6M | -15.0% | +42.3% | -57.2% | -21.1% |
| YTD | +35.2% | +25.6% | +9.6% | +27.9% |
| 1Y | +41.6% | +39.5% | +2.1% | +31.5% |
| 3Y | +215.6% | -15.3% | +230.9% | +206.5% |
| 5Y | +233.2% | -48.4% | +281.7% | +244.2% |
| 10Y | +1,458.7% | +411.4% | +1,047.3% | +957.9% |
| All | +3,610.1% | +2,659.3% | +950.8% | +1,436.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling