+58.3%
SOXX vs DXCM
+25.2%
+33.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.6% |
| 7D | +6.1% | -6.5% | +12.6% | +5.3% |
| 30D | +0.5% | -4.3% | +4.8% | 0.0% |
| 3M | -5.3% | +7.3% | -12.6% | -1.7% |
| 6M | +58.3% | +22.0% | +36.3% | +73.0% |
| All | +58.3% | +25.2% | +33.2% | +73.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling