+2,237.3%
SNPS vs DXCM
+2,810.6%
-573.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -5.0% |
| 7D | -11.0% | -3.2% | -7.8% | -10.5% |
| 30D | -1.7% | +6.3% | -8.1% | -2.9% |
| 3M | -20.4% | +21.1% | -41.4% | -23.3% |
| 6M | -8.6% | +20.6% | -29.2% | -12.3% |
| YTD | -16.2% | +32.4% | -48.6% | -20.9% |
| 1Y | -34.6% | +8.8% | -43.4% | -36.2% |
| 3Y | -14.5% | -13.7% | -0.7% | -17.1% |
| 5Y | +17.0% | -35.2% | +52.2% | +17.0% |
| 10Y | +560.0% | +281.8% | +278.2% | +373.5% |
| All | +2,237.3% | +2,810.6% | -573.3% | +821.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling