+2,513.1%
SNPS vs DXCM
+2,696.7%
-183.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.3% | -4.1% |
| 7D | -10.2% | +5.7% | -15.8% | -11.1% |
| 30D | -12.8% | +1.3% | -14.1% | -13.2% |
| 3M | +9.9% | +2.2% | +7.7% | +9.1% |
| 6M | -12.4% | +42.0% | -54.4% | -18.5% |
| YTD | -6.3% | +27.3% | -33.5% | -11.2% |
| 1Y | +7.6% | +42.5% | -34.9% | -0.1% |
| 3Y | -9.8% | -13.3% | +3.6% | -12.5% |
| 5Y | +29.2% | -46.8% | +76.1% | +33.3% |
| 10Y | +663.8% | +445.8% | +218.0% | +420.4% |
| All | +2,513.1% | +2,696.7% | -183.6% | +934.4% |
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 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