+663.1%
SNPS vs DXCM
+410.2%
+252.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.0% | +8.3% | +3.6% |
| 7D | -3.7% | -3.5% | -0.2% | -3.0% |
| 30D | -10.4% | -5.8% | -4.6% | -9.4% |
| 3M | +11.0% | -4.3% | +15.3% | +11.5% |
| 6M | -10.7% | +31.6% | -42.3% | -17.2% |
| YTD | -4.1% | +19.6% | -23.7% | -9.3% |
| 1Y | +13.7% | +36.9% | -23.2% | +4.2% |
| 3Y | -8.1% | -16.3% | +8.2% | -11.5% |
| 5Y | +32.2% | -50.0% | +82.2% | +37.6% |
| All | +663.1% | +410.2% | +252.9% | +467.6% |
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