+13.7%
SNPS vs DXCM
+34.7%
-20.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.0% | +8.3% | +3.2% |
| 7D | -3.7% | -3.5% | -0.2% | -3.2% |
| 30D | -10.4% | -5.8% | -4.6% | -9.7% |
| 3M | +11.0% | -4.3% | +15.3% | +11.2% |
| 6M | -10.7% | +31.6% | -42.3% | -17.7% |
| YTD | -4.1% | +19.6% | -23.7% | -8.2% |
| 1Y | +13.7% | +36.9% | -23.2% | +7.7% |
| All | +13.7% | +34.7% | -20.9% | +7.7% |
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