+684.5%
SNPS vs DXCM
+411.4%
+273.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.2% |
| 7D | -0.6% | -3.7% | +3.0% | +0.1% |
| 30D | -9.8% | -5.0% | -4.8% | -9.0% |
| 3M | +11.7% | -8.8% | +20.5% | +13.6% |
| 6M | -10.9% | +31.9% | -42.8% | -17.5% |
| YTD | -2.1% | +20.4% | -22.5% | -7.5% |
| 1Y | +14.8% | +45.7% | -31.0% | +3.7% |
| 3Y | -11.3% | -15.0% | +3.7% | -15.0% |
| 5Y | +36.2% | -48.5% | +84.7% | +40.9% |
| 10Y | +684.5% | +411.2% | +273.3% | +483.5% |
| All | +684.5% | +411.4% | +273.1% | +483.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling