+6.0%
SNOW vs DXCM
-35.6%
+41.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -4.7% |
| 7D | +2.8% | -3.2% | +6.0% | +4.1% |
| 30D | +6.4% | +6.3% | +0.1% | +4.2% |
| 3M | +38.1% | +21.1% | +17.0% | +27.8% |
| 6M | +100.4% | +20.6% | +79.8% | +85.4% |
| YTD | +53.7% | +32.4% | +21.3% | +37.5% |
| 1Y | +52.0% | +8.8% | +43.1% | +43.9% |
| 3Y | +114.7% | -13.7% | +128.4% | +91.8% |
| All | +6.0% | -35.6% | +41.6% | +12.5% |
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