-15.6%
SNPS vs DXCM
-13.8%
-1.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -5.1% |
| 7D | -11.0% | -3.2% | -7.8% | -10.5% |
| 30D | -1.7% | +6.3% | -8.1% | -2.7% |
| 3M | -20.4% | +21.1% | -41.4% | -22.9% |
| 6M | -8.6% | +20.6% | -29.2% | -11.7% |
| YTD | -16.2% | +32.4% | -48.6% | -20.3% |
| 1Y | -34.6% | +8.8% | -43.4% | -36.0% |
| All | -15.6% | -13.8% | -1.9% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling