+28.4%
SNPS vs DXCM
-47.0%
+75.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.3% | -3.8% |
| 7D | -10.2% | +5.7% | -15.8% | -11.4% |
| 30D | -12.8% | +1.3% | -14.1% | -13.3% |
| 3M | +9.9% | +2.2% | +7.7% | +8.8% |
| 6M | -12.4% | +42.0% | -54.4% | -20.8% |
| YTD | -6.3% | +27.3% | -33.5% | -13.0% |
| 1Y | +7.6% | +42.5% | -34.9% | -2.9% |
| 3Y | -9.8% | -13.3% | +3.6% | -15.3% |
| All | +28.4% | -47.0% | +75.4% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling