+86.2%
SNOW vs DXCM
-13.1%
+99.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.4% | +5.2% |
| 7D | +0.2% | -4.4% | +4.5% | +0.9% |
| 30D | -21.1% | -3.6% | -17.5% | -20.7% |
| 3M | -11.9% | -4.3% | -7.6% | -11.4% |
| 6M | +91.0% | +33.8% | +57.2% | +81.3% |
| YTD | +32.7% | +22.1% | +10.6% | +27.6% |
| 1Y | +10.8% | +47.4% | -36.6% | +3.7% |
| 3Y | +86.2% | -12.3% | +98.5% | +80.7% |
| All | +86.2% | -13.1% | +99.3% | +80.7% |
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