+113.9%
SOXX vs DXCM
+11.0%
+102.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +3.6% |
| 7D | +2.2% | -3.2% | +5.4% | +2.3% |
| 30D | -2.0% | +6.3% | -8.4% | -2.3% |
| 3M | -13.7% | +21.1% | -34.8% | -14.3% |
| 6M | +52.4% | +20.6% | +31.8% | +52.1% |
| YTD | +72.8% | +32.4% | +40.4% | +70.5% |
| 1Y | +113.9% | +8.8% | +105.1% | +115.3% |
| All | +113.9% | +11.0% | +102.9% | +115.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling