+17.1%
SNPS vs DXCM
-35.5%
+52.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -4.9% |
| 7D | -11.0% | -3.2% | -7.8% | -10.3% |
| 30D | -1.7% | +6.3% | -8.1% | -3.3% |
| 3M | -20.4% | +21.1% | -41.4% | -24.5% |
| 6M | -8.6% | +20.6% | -29.2% | -13.7% |
| YTD | -16.2% | +32.4% | -48.6% | -22.8% |
| 1Y | -34.6% | +8.8% | -43.4% | -36.8% |
| 3Y | -14.5% | -13.7% | -0.7% | -19.5% |
| All | +17.1% | -35.5% | +52.6% | +16.4% |
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