+16.5%
SNPS vs DXCM
+47.0%
-30.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.3% |
| 7D | +0.2% | -4.4% | +4.5% | +0.9% |
| 30D | -8.4% | -3.6% | -4.8% | -8.0% |
| 3M | +12.3% | -4.3% | +16.6% | +12.6% |
| 6M | -9.6% | +33.8% | -43.3% | -16.9% |
| YTD | -0.6% | +22.1% | -22.7% | -5.1% |
| All | +16.5% | +47.0% | -30.5% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling