+556.6%
SNPS vs DXCM
+256.6%
+299.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.4% | +0.4% |
| 7D | -5.5% | -6.2% | +0.7% | -4.1% |
| 30D | -5.8% | -0.3% | -5.5% | -5.8% |
| 3M | -17.2% | +10.3% | -27.5% | -19.4% |
| 6M | -10.4% | +24.1% | -34.5% | -15.5% |
| YTD | -16.5% | +27.4% | -43.9% | -21.8% |
| 1Y | -35.6% | +8.4% | -44.0% | -37.6% |
| 3Y | -14.6% | -19.0% | +4.4% | -17.1% |
| 5Y | +16.5% | -38.6% | +55.1% | +16.5% |
| 10Y | +556.6% | +252.9% | +303.6% | +433.4% |
| All | +556.6% | +256.6% | +299.9% | +433.4% |
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